メカジキ is the specific term for swordfish, whereas カジキマグロ is a broader term often used for marlin.
Written forms
カジキマグロUsage37%
kana-only spelling
Katakana spelling is standard; the word is usually written in kana.
かじきまぐろUsage54%
Hiragana spelling, also common.
カジキ鮪Usage9%
search-only kanji form
Search-only mixed kanji-katakana form.
梶木鮪
rarely-used kanji form
Rarely used kanji form; 梶木 is ateji for かじき, 鮪 is まぐろ.
旗魚鮪
rarely-used kanji form
Rarely used kanji form; 旗魚 is ateji for かじき.
Etymology
Compound of カジキ (marlin/swordfish, from 梶木 or 旗魚) and マグロ (tuna). The exact origin of カジキ is uncertain; it may refer to the fish's resemblance to a boat's oar (梶) or its sail-like fin (旗).