What is the meaning of pygo and pagus in the word pygopagus?
According to Wiktionary.com:


pygo- means "rump" or "posterior" from Ancient Greek πυγή (pugḗ, “tail, rump”).


According to dictionary.com:


-pagus means "fixation" or "something fixed or solid" from Greek  págos.


So literally, pygopagus (or conjoined twins attached at the butt) means "fixed rumps".