Mi-goMigo is simply the Bhutan name for the yeti.
Warning: Spoilers follow
The Mi-Go (or Fungi from Yuggoth) resemble human-sized crustaceans with wings that allow them to fly through the vast reaches of outer space. Although they originate from beyond our solar system, they have set up an outpost on Pluto (known as Yuggoth in the mythos) and sometimes visit Earth to mine for minerals and to get various other resources. They can carry humans from the Earth to Pluto and back by removing the human's brain from his skull and placing it in a brain canister, which can be attached to external devices to allow it to hear, see and speak.
These creatures were first featured in the short story The Whisperer in Darkness by H.P. Lovecraft.