Yes, you got it right. 에구구, 에구, 애고, 아이고, and 아이구 are all more or less the same. They are exclamations of fatigue, pain, or a surprise of both good and bad kind. They can sometimes express a despair too. There is also 에그 which sounds similar but is actually used differently. 에그 expresses a reflexive repulsion, as when you accidentally touch something dirty or repulsive (like a worm or insect). (Its different tone also distinguishes it from the others)