I’m assuming you are asking about opening names that have somewhat abstract names as opposed to names that are clearly related to gameplay (like King’s Gambit, Queen’s Pawn Opening). For these types of named openings, the opening name origin/convention can be classified into a few key types (with 1-3 being the vast majority), keeping in mind that there is no 'official' naming convention and many openings can be referred by different names (usually still following two or more of the below conventions – the Ruy Lopez, also referred to as ‘The Spanish’):

1. Location - of the first player/players to use or regularly use/popularize the opening or opening variation, or the first player/player to use it in a major event (English Opening, Spanish etc.)

2. Name - of the first player/players to use or regularly use the opening or opening variation (Ruy Lopez, Caro-Kann Defense, Larsen’s Opening)

3. Location - of the first event or tournament to feature the opening or opening variation, regardless of the player's origin For example, the Carlsbad variation of the Queen’s Gambit Declined was heavily used in a strong tournament in Karlsbad, Germany. I believe this tournament took place in 1911, but I’ve seen other sources place the 1923 or the 1929 tournament as the one. (Based on my playing experience this is rarer than 1 or 2, but when it is used, it is mainly used for specific lines of major openings and not for the name of major openings themselves).

4. Miscellaneous - some opening or opening variations get names due to the typical style of game it results in (Giuoco Piano 'Quiet Game'), or perhaps due the appearance of the pawn structure like the Dragon variation of the Sicilian Defense – Black’s Kingside pawns somewhat resemble the constellation Draco and the dragon and his tail. (Like the constellation, you have to use your imagination to really see any resemblance). Another example is the ‘Fried Liver Attack’ in the Two Knights Defense which gets its name due to the way the Black King is treated in the opening. One point – most Black defenses against 1. D4 that feature development of the Kingside Knight are referred to as ‘Indians’ after one of the first players who regularly opened the game as Black with 1...Nf6 against 1.d4, a player named Moheschunder Bannerjee’ who was from India.

Now, to your main question, I am sorry but I don’t have a clear answer, and even the book ‘Chess Opening Names: The Fascinating & Entertaining History Behind The First Few Moves’ by Nathan Rose doesn’t discuss it. My opinion is that it is named the Yugoslav Attack due to the fact that it was featured in at least a few games in each of the 1958 and 1959 Yugoslav championships. However, I should note that it was also featured in several games in the 1957 U.S. championship so it was not unknown in 1958. Vladimir Sokolov, a strong player from then-Yugoslavia used it in each of the 1957 and 1958 Yugoslavian championships. However, I have not seen evidence that he contributed to its popularity through his use of it or his contributions to the theory of the opening enough that the variation would be named after him through #1 above.

Source:‘Chess Opening Names: The Fascinating & Entertaining History Behind The First Few Moves’ by Nathan Rose