Did the US have any actual belief that Coldwar programs such as MK Ultra and the Stargate programs would work?

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MKULTRA had a lot of goals, and I would not characterize them as "kooky" ("ambitious," sure). It was not just about "mind control" — it was about mental manipulation writ largely. In the context of psychological research at the time, and the dual successes both of pharmacological development and Behaviorism, its goals were not at all outside of the aspirations of the scientific norm. Extreme versions, tied to state interests, sure, but not inherently kooky. The writings of B.F. Skinner advocate levels of control of the human subject at least as expansive as MKULTRA desired (arguably even more so — Skinner thought you could run all of human society with such techniques, see, e.g., his utopian novel Walden Two).

So I would put MKULTRA in a different category than the programs that advocated for results well outside of the scientific expectation. Stargate, remote viewing, ESP phenomena — these are the weirder programs. They were funded largely on the idea that sometimes weird ideas pan out, that the present scientific status quo is not always omniscient. This kind of "fringe science" certainly often verges on pseudoscience. But sometimes, rarely, such things actually pan out, or at least lead to other useful work. Work into the question of whether quantum entanglement allowed for faster than light communication, for example, ended up disproving its original premise (FTL communication), but did lead into other useful fields of knowledge (quantum encryption).

Rebecca Lemov's World as Laboratory: Experiments with Mice, Mazes, and Men is a great book on the intersections of behavioral psychology and government dreams of mental control; David Kaiser's How the Hippies Saved Physics: Science, Counterculture, and the Quantum Revival discusses how some very fringe ideas about physics from outsiders ended up leading to very useful developments in the 1970s.