Help locating Olaf C. Olsen or Krog

I've been searching ancestory and family search for my great grandfather Olaf Christian Olsen but haven't had any luck finding his baptism, birth record, or parents in Norway. He was born on 16 Sep 1879 in Norway, i have the following info from family but not sure if it's accurate. I have a picture of his mother whose last name was krog or krogg and told when he came to america he changed his name to Olsen which was her maiden name. I have a record that he worked on the ship named imberhorne out of New Castle Australia and then came to the port of San Francisco on it in December 1901. This is how he immigrated to the U.S. I'm told he left Norway when he was 13, the Imberhorne was built in London so guessing he went to London on a different ship from Norway but don't know from where or how. He wrote on his U.S. naturalization paperwork he was born in Vigoe, Norway but i can't find a Vigoe, i did find Vega Norway and according to Wikipedia it was called Vego prior to 1891 so if anyone can confirm if i'm correct or maybe have another idea that would be great. Also any help or ideas on finding him in Norway, i have pretty good census and other info on him once he got to the U.S. just no luck once i get to Norway. Thanks Dave