Now & Then
In a comment you said:
[A]fter some more research it seems that "now" is derived nearly unchanged from PIE *nu
This is true (although the spelling has quite obviously changed). Because PIE is a reconstructed language (and nobody ever wrote it down), the proof that this is the case lies in the fact that *nu has many, many cognates in other languages. From the OED:
Cognate with Old Frisian nū , Middle Dutch nu , nou , noe (Dutch nu ), Old Saxon nu , nū (Middle Low German nū , German regional (Low German) nu ), Old High German nu , nū , no , nō (Middle High German nu , nū , nun , nūn , German nu (now chiefly regional), nun ), Old Icelandic nú , Norn (Shetland) nu , Old Swedish nu (Swedish nu ), Danish nu , Gothic nu < the same Indo-European base as Hittite nu , Sanskrit nu , nū , Avestan nū , ancient Greek (enclitic) νυ , Gaulish nu , Early Irish nu , nú , Welsh †nu (13th cent.), Tocharian A nu , Tocharian B no , Latvian nu , Albanian -ni (in tani ), and (with nasal extension) ancient Greek νῦν , classical Latin num , Old Church Slavonic nyně , Russian nyne , Lithuanian nūn , and (with further extension) classical Latin nunc , probably ultimately related to the Indo-European base of new adj. Also as present tense verbal prefix in Early Irish nu-, no- and as affirmative particle in Welsh †neu (12th cent.).
In a comment, you said:
"[T]hen" in the sense of "at that time" might not have existed until Middle or early Modern English
This is... not true. There were two words that had this meaning in Old English, þa ("tho") and þonne ("then"):
Þa foron hie siþþan æfter þæm wealda hloþum & flocradum. bi swa hwaþerre efes swa hit þonne fierdleas wæs. (ChronA 894.11)
‘Then they went afterwards through the woods in bands and troops, on whichever side it then was without an army.’
Connective or “disconnective” discourse marker? Old English þa, multifunctionality and narrative structuring
OED says then is an "adverbial [formation] from the demonstrative root þa-".
OED indicates that þa has a similar etymology:
originally a case-form of the demonstrative stem þa- of the adj., pron.2, and n.2, that pron.1, adj., and adv.
Þa was the third most used word in Old English, and was used for quite a bit more than just then:
Þa (1) hie þa (2) hamweard wendon mid þære herehyþe, þa (3) metton hie micelne sciphere wicenga, & þa (4) wiþ þa (5) gefuhton þy ilcan dæge, & þa (6) Deniscan ahton sige; (ChronA 885.10)
‘When (1) they then (2) returned homeward with that booty, then (3) they met a large fleet of pirates, and then (4) fought against them (5) the same day, and the (6) Danes had the victory.’
In this example, we find þa appearing as a conjunction (1), an adverb (3, 4), pronoun (5), and demonstrative determiner (6). The second instance of þa (2) is either an adverb in the subclause introduced by the conjunction þa (1) or the second member of a doubled conjunction þa þa, which can be separated from the first member by an inserted element, though the two members mostly appear together.
Connective or “disconnective” discourse marker? Old English þa, multifunctionality and narrative structuring
That, The, There, This, Þonane, Thither...
That and the were the same word in Old English.
Like then, these words are all derived "from Proto-Germanic *þa, [which in turn is derived] from Proto-Indo-European *to, *te" (Wiktionary).
Þonane is an Old English word meaning "thence". This word would come to be spelled then or thenne in Middle English; thence is derived from it.
Here, Hither, Heonan, He, It...
These words are all descended from the Proto-Germanic stem *hi-, which in turn comes from the PIE root *ke- (also written "*ḱi- ~ *ḱe- ~ *ḱo- or *-ḱe"; see Wiktionary).
Heonan is an Old English word meaning "hence". This word would come to be spelled hen or henne in Middle English; hence is derived from it.
In Old English, it, was often spelled hit (which should make the etymological connection more obvious). It is still spelled this way in some dialects, like Scots:
Hit is nae less o an imposition fur a hits guise o freendly assistance.
D Greetin Bairn an D Soond U D Voice
Who, What, Where, When, Why, How, Whither, Whether, Whence...
The wh- part of these words (plus some others I didn't list) all come from the PIE stem *kwo. How, while not starting with wh, also comes from the same root, according to Etymonline:
Old English hu "how," from Proto-Germanic *hwo (source also of Old Saxon hwo, Old Frisian, Middle Dutch hu, Dutch hoe, German wie, Gothic hvaiwa "how"), an adverbial form from PIE root *kwo-, stem of relative and interrogative pronouns.
This is already covered by another question: Who, what, where, when, why, how. Why so many "Wh"s?
