Their is a bug i discovered while playing against a kogmaw, i built a thornmail because he was playing a full AD kogmaw, however, every time he auto attacked, his auto attack dealt magic damage instead of physical damage, and because of this, thornmail was completely useless against him, this is a bug that makes other players unable to counter him. Riot should see this immediately.

Only Kog'Maw's W changes his autoattack to magic damage. It's an autoattack modifier, giving increased range and magical damage. His original AD should, logically, remain physical, however Thornmail is not a good counter to Kog'Maw. Also, death recap is inaccurate.

I had magic resistance , Armor on a tanky olaf, and i die in a few hit by a kogmaw in a 3 v 3, that is ridiculous, riot needs to do something about it.

thats because its a fed kog'maw.

rule of thumb - anything fed becomes OP, even soraka could make her whole team immortal when ultra fed.
lets put it in logical troll sense:
OP = Over Powered
feeding = you're powering up your enemy
hence - fed(past tense of feed) = OP

note: you knew he was doing magic damage so why you no built MR then? heh. heh. heh.

um his w does damage by percentage it's not melee damage either

Olaf gains 22.5 magic resist at level 18 like other bruisers (1.25 per level). Still gonna hurt though.

It just sounds like you're assuming he went AD because of the damage his auto-attacks were doing.

Traditionally with Kog you get magic penetration, Malady, Wit's End and Madred's. He does magic damage almost exclusively; even if you get a decent amount of magic penetration he will chew through you. Also because his base damage is actually quite tiny, Thornmail would hardly have an effect on him.