Air carrier Captain reported flying to a waypoint in the flight plan that was not in the FMC; Jeppesen database; nor was it known by ATC.

Narrative

The flight plan from MHT to ZZZ had a waypoint; GONNE; that was not in the FMC nor the Jeppesen database. We entered the waypoint using the coordinates from the flight plan. Dispatch was made aware later on of the issue. In Cleveland FIR; inbound to GONNE and after a frequency chance; ATC queried us about our heading. I told them we were inbound to GONNE; then KLOEE. The Controller seemed surprised and asked about GONNE spelling. He then gave a slight shortcut direct to STL that took us about two degrees to the right. That is not the first time a waypoint is not in the database. DULEY near CVG; BRBRA or ZOGUM near MIA come to mind. However; in this case; even the Controller seemed to be unaware about this waypoint and although he did not say anything about it; we had the feeling that there was something amiss.I am filing this report just in case something was wrong but as I said; this is not the first time waypoints are not in the database and in this case; we just followed the filed flight plan.