Hi Jens, may i come in ?
It appears that the name, besides yogi as sugested by Dennee, could also be Jogues, and they are also depicted in Imagens do Oriente, watercolour XLVI. Resuming the various period chronists in the Codice introduction, they were sort of philosophers, pilgrims and beggars, wearing very little clothes, either a couple furs or capes of mended pieces of cloth found in the trash. They covered their bodies with ashes ( curi ), which they considered sanctifying.
Browsing on the term, we can read Della Vale ( 1586-1652 ) mentioning their settlement at Kadri near Mangalore ... which is very far from Cambay
http://dsal.uchicago.edu/cgi-bin/phi...1:1:251.hobson
However there is a missing link here, as so far only the guys quoted by Warthema were said to use weaponry. Maybe as you say, they would be a special sect.
Fernando