The origin of mackerel, the fish, is uncertain. It appears in English c. 1300 in the romance Havelok the Dane (which has a passage that describes the fishing industry in some detail and is a good source for fish names). And there is an Anglo-Latin citation of makerellus from c. 1159, which is also likely from a French source. But where the French word comes from is not known. There are various explanations, all deficient in one way or another.
But the modern mack and mack daddy are probably not descendents of the older English mackerel meaning “pimp.” The older word fell out of English use for a couple of centuries, and the modern uses are probably new borrowings from the modern French macquereau ("mackerel," which can mean both the fish and pimp).