Also Mos-co not Mos-cow :)
What puzzles me are the elongated “aw” some use in place names like Milan, Prague and Hamburg (“Milon”, “Prog”, “Homburg”) - because they’re not correct in either English or the local languages. I wonder if that came from the realisation that "France" uses that "aw" vowel sound in French, so the assumption is other European languages would be the same (i.e. it's a misguided attempt to be more correct)?
Using Cyrillic it's pronounced in neither of those two ways that you've written.
It's not. The anglicization is MOS-koh. MOS-kau is American.