I ran across this interesting term while reading "Narrative of a Whaling Voyage Round the globe, from the year 1833 to 1836 by Frederick Bennett ©1840 The observation below was dated Nov. 6, 1833 off the coast of the Portuguese Island Madeira.
While thus detained, we noticed the phenomenon named by nautical men a " wind-gall," (query, "wind-gale?") or "sun-dog;"—abroad and perpendicular streak of iridescent colours, placed opposite the sun, and extending from a dark cloud to the verge of the horizon. It may be considered to be a fragment of a rainbow ; though its colours are much less delicate and diversified than those of the ordinary meteor of that name, and chiefly consist of a lurid-red, or copper-colour, and a bright olive-green, dividing the column vertically and in nearly equal proportions. Sailors consider its appearance a precursor of foul weather; nor had we, in this instance, any reason to doubt the correctness of their conclusion; since the succeeding night brought a heavy gale of wind, attended with thunder, lightning, and torrents of rain; and the presence of an ignis fatuus * on the summit of each mast-head, gleaming with its peculiar sickly and supernatural light.
* These mysterious meteors, so frequently observed during a thunder-storm at sea, have invariably a globular form, are about the size of a tennis-ball, and emit a paleblue light. They occasionally appear to pass rapidly from one part of the ship to another, or to drop from the mast-head to the yards beneath, remaining stationary on each for a few moments. Many names have been given to them. When one only is visible it is called Corpo Santo, or St. Helena; -when two, Castor and Pollux; and more, Tyndaridae, or St. Elmo's fire. It is probable that their origin is to be found in the effects of evaporation ; for, however much the atmosphere may have been surcharged with electricity, during tempests at sea, I have never observed them but as attendants upon rain.
I added this link Sun dog where you can see a picture of this as well.