Quote is from Blazing Saddles.

1:28

https://youtu.be/g2Bp8SqYrnE

He says it many times in the film.

The name "Hedley Lamarr" was, obviously, a play on Hedy Lamarr, who sued the filmmakers for using her name.

Mel Brooks did not even try to defend against this. He is a huge admirer of her. He thought it was appropriate to pay her and apologise for any offence she may have taken from the gag. https://www.instagram.com/reel/DQef9PqjKbG/

No it’s not? Her Wikipedia page says “Hedy”

It's a reference to a famous Mel Brooks cowboy comedy (Unforgiven, 1992)

Which itself was a sequel to Brooks's first and underappreciated Western, The Wild Bunch (1969)

It’s a quote from a running joke in the film Blazing Saddles