What is Dongola Bay? Do you mean Delagoa Bay? They did not ever control it.
Yes, Delagoa. Sorry about the typo.
In 1778 the Austrians preformed a geological survey of the Indian Ocean, and to seek out sites for an Austrian colony. This was headed by the Austrian East India Company, which had been established in Trieste at the time.
They wanted to establish a trading center mostly, where goods from Asia could be bought, sold, and gathered to ship back to Trieste. They set up a station on the Malabar Coast of India, the Nicobar Islands, and Delagoa Bay.
It was more a whimsical idea than serious, but the Empress Maria Theresa and Josef agreed to the plan put forward by a Dutch gentleman who had experience dealing in the opium trade. Needless to say, the they had abandoned the idea by 1783; they weren't making any money and the company was quickly liquidated.
The colonization of Delagoa is listed on this site, but it's for a game, so I'm not sure how reliable it is. It does have some interesting information about the Austrian navy though. There's an article on the colonization of the Nicobar Islands on Wikipedia, at least.