Have you ever read anything by Robert Graves? In his books The Greek Myths and the White Goddess he spends some time tracing how the deities relate to each other through the migration of populations over Europe, the Near East, and India. ...
No, I haven't. But I don't doubt or dismiss it. I'm reluctant to posit it, but I wouldn't be surprised if there is a cognate relationship between the sky-thunder gods Parjanya, Perun, Perkunas, Varuna, Thor/Thunraz/Donar, and even Indra by a convoluted route to the name. There clearly is between Dyaus, Zeus, Tyr/Tiwaz, Jupiter (Iovis Pater reduced to I(J)u-piter). There must be a sound shift law that someone described to account for similar sounding names for gods that perform the same functions. For this reason, I tend to think they are all the same gods seen through different linguistic and cultural lenses. It's just a matter of whom one is drawn to.