The spelling of the name has changed several times over the years. The original spelling Loudoun was the name of the land bestowed on a family named Lambrinus by Knig David I around 1200 ad. The oldest son of Lambrinus took the name Loudoun for himself and shortened it to Loudon. The castle at Ayrshire was called Loudon until the recent restoration work was started and it was decided to use the original spelling.
As to the American spellings, if one has done searches in the libraries using microfilm Census lists, one sees that all the Census forms are written in long hand script and it is often very difficult to differentiate between W's, U's and N's.