AWRIGHT -- Drop yer socks and grab... no, wait...
Everyone on the planet except mebbe some Inuit and a couple here know what a coney is.
That being said, what in the everlonvin' fark is "Coney Sauce?" If yer gonna admit that it is missing 1/3 of the ingredients... then the name rings true. Boiled bunny.
Otherwise, (I'm bombed right now) it'd haveta be "Coney Island Sauce". <-- That would get you by on a quick horse in a dark night, but as any *chuckle* fool can tell you, a purist would require its real moniker:
Coney Island Hot Dog Sauce