He did have goldy locks in the older stuff but in the Late Silmarillion he is called "Celegorm the fair". Fair can be for hair (=blond), for skin or just mean "beautiful". As his brother is named "Caranthir the dark" because of his skin color I'll say that's the same for Celegorm.
Then Celegorm would be named "the fair" cause of his strong sense of justice ? Like when he is abandonning children in the forest ? But I just realised that "Caranthir the dark" is a little more complicated and may rely to hair too, check wikipedia :
I understand this whole debate, but that is thing of the interpretation of the fans. I also read the Silmarillion, but with a different interpretation in my language, so in that respect he was dark haired for me. On the other hand, FŽanor was also very jealous of his noldor purity, your sons of red hair have this hair inherited from Nerdanel, but where could inherit blond hair Celegorm?