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I found the following explanation on this French names site:

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http://www.tous-les-prenoms.com/prenoms/filles/segolene.html

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and translated it into English through Google and got this:

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Resulting from Germanic the sieg, victory, follow-up of the adjective lind, soft, soft. This first name made a discrete career with the Middle Ages, then had disappeared from the repertory, except in some areas of the west and the south-west of France. It re-appeared in the years 1950. Sainte Ségolène was in VIIe century, the abbess of a monastery close to Lagrave, in the Tarn. She devoted her life to the leprous one.

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I cannot vouch for the accuracy of the site, but the above explanation seems plausible. Sieglinde is a well-known name in Germany.