Column on the odd case that there’s someone not familiar with it. And, no, there’s still no common “third word.” Anyway. . . some stuff I found in 1970s newspaper archives, still with no published reference predating 1975.
Frome one newspaper, the question was supposedly asked. . . and answered. . . on a recent Mike Douglas Show:
A phone call to Douglas production headquarters in Philadelphia and one to their latest production site in norther California only resulted in driving the show’s producer up the wall since no on on the staff can remember the answer. If there is one, it’s an obscure one, either archaic or polysyllabic, or one big fat pun." --Buffalo Evening News, Oct. 30, 1975 (Maybe the tapes had been taped over by that time, so they couldn’t replay. They did stuff like that back in the day.)
Then, just a few days later two people answered the riddle, such as it was. One was Norm Holland of State University of Buffalo and 12-year-old Nadine Dulkiewicz of East Seneca High School, Buffalo NY, who both offered “aggry.” Maybe they had seen the Mike Douglas show, since they both gave the same answer? This was only about six months when the riddle first started appearing. --Buffalo Evening News, Nov. 4, 1975.
And, FWIW, the writer’s last option for the answer “one big fat pun” is the version accepted in the SD column, which Cecil answers as “three.” Marilyn vos Savant accepted the pun version, too, although the reader who sent it in said that the correct phrasing was “‘g’ or ‘y’,” and in the verbiage of the riddle, the only other word that ended in ‘g’ or ‘y’ was “say.” --Parade Magazine, March 9, 1997.
Both of these pun versions seem a little far fetched, JMO.