There may be some regional dialects, but I generally say SIG Sauer like this: "Cig Sow-er".
As I understand German, SIG in German is pronounced like "Seeg", like "seek" with a "g" sound at the end.
As for HK, Heckler in German is still Heckler, but Koch is pronounced like "cough" without the "f" sound at the end, or "Heckler and Cou". There is no "k" sound at the end of German words. In English, "Koch" is pronounced like "coke".