Jupiter, is from Proto-Indo-European *dyew- (“sky”) (whence also Latin diēs).
Cognate with Ancient Greek Ζεύς (Zeus), Hittite 𒅆𒍑 (sius), Sanskrit द्यु (dyú). The nominative Iuppiter comes from a vocative combined with Proto-Indo-European *ph₂tḗr (“father”) (whence also Latin pater), and as such is cognate to Umbrian 𐌓𐌄𐌕𐌀𐌐𐌖𐌈 (iupater).
Ζεύς, is from Proto-Indo-European *dyew-.
Cognate with Sanskrit द्यु (dyú), Latin Iovis, Old English Tīw, Hittite 𒅆𒍑 (sius), Old Church Slavonic дивъ (divŭ).
Compared with another two words L "Deus" and Gk "Διόνυσος"
Deus, is from dẹ̄os, from Old Latin deiuos, from Proto-Indo-European *deiwós* (cf. Welsh duw, Lithuanian diẽvas, Persian دیو (div) ‘demon’), o-stem derivative from *di̯ḗus ‘sky; sky-god’ (compare Latin diēs, Welsh dydd), from *dei- ‘to shine’. Doublet of dīvus; related to Iūpiter.
Διόνυσος, is Attested in Mycenaean Greek (13th to 12th century BC) as di-wo-nu-so-. Dialectal variants Dienusos, Deunusos, Dinnusos and others.
By popular etymology often connected with Διός (the genitive of Ζεύς, Zeus). The dio- forms are probably built by analogy from an original stem die-. The compound die-nus-os is analysed as from a verbal stem die- (from diemai "to chase, to impel"). The nus- element gave rise to a toponym Νύσα Nusa (Nysa), a mountain where the god was nursed by nymphs (the Nysiads, Nysa is also the name given to one of these nymphs). According to the testimony of Pherecydes of Syros (6th c. BC), nusa is a word for "tree". Janda (Die Musik nach dem Chaos, 2010) suggests an original meaning of "impeller of the (world-)tree" (the axis mundi), connecting the god with archaic cosmology. The close association or indeed identity of Dionysus with a tree (especially the fig tree) is well attested in the classical period.
What kind of environment can explain the divergence between L "d" and "j" or Gk "Δ" and "Ζ", though they are all from PIE "d" ?