All this was made possible by the history of the letter "J". From OED:
Etymology: the tenth letter of the alphabet in English and other modern languages, is, in its origin, a comparatively late modification of the letter I. In the ancient Roman alphabet, I, besides its vowel value in ibīdem , mīlitis , had the kindred consonantal value of modern English Y, [...]
From the 11th to the 17th cent., then, the letter I i represented at once the vowel sound of i , and a consonant sound /dʒ/, far removed from the vowel. [...] it was not till the 17th cent. that the device of utilizing the two forms of the letter, so that i, i, should remain as the vowel, and j, j, be used for the consonant, was established, and the capital forms of the latter, J, J, were introduced.
No word beginning with J is of Old English derivation. Many are from Latin, chiefly through French; some from Greek, and a few from Hebrew and Arabic.
However, many printing fonts lacked a capital "J" and so "I" was used for quite a while during the transition. So we see that all your words would have been spelled with an "I" although the reader would adjust the pronuniation a foreign word as close to the original as was possible for them.
An example of varied "y", "i", "j" spelling from the OED.
Jehovah, n. Pronunciation: /dʒɪˈhəʊvə/
Etymology: The English and common European representation, since the 16th cent., of the Hebrew divine name Yhwh . This word (the ‘sacred tetragrammaton’) having come to be considered by the Jews too sacred for utterance, was pointed in the Old Testament by the Masoretes with the vowels ' (= ă), ō, ā, of ădōnāi , as a direction to the reader to substitute Adonai n. for the ‘ineffable name’; which is actually done by Jerome in the Vulgate translation of Exodus vi. 3, and hence by Wyclif. Students of Hebrew at the Revival of Letters took these vowels as those of the word Yhwh (IHUH, JHVH) itself, which was accordingly transliterated in Latin spelling as IeHoVa(H), i.e. Iehoua(h. It is now held that the original name was IaHUe(H), i.e. Jahve(h, or with the English values of the letters, Yahwe(h, and one or other of these forms is now generally used by writers upon the religion of the Hebrews. The word has generally been understood to be a derivative of the verb hāwāh to be, to exist, as if ‘he that is’, ‘the self-existent’, or ‘the one ever coming into manifestation’; this origin is now disputed, but no conjectured derivation which has been substituted has found general acceptance.
The following is cited as the first use of the form Iehoua (Jehova)
1518 P. Galatinus De Arcanis Catholicae Veritatis ii. f. xlviij Non enim hę quatuor literę [yhwh] si, ut punctatę sunt, legantur: Ioua reddunt: sed (ut ipse optime nosti) Iehoua efficiunt
β. Examples of recent forms of the word.
1869 R. Martineau tr. H. Ewald Hist. Israel II. 130 Jahveh alone was the true defence.
1892 Montefiore Hibbert Lect. 45 Yahveh, to the Israelite, was emphatically the God of Right.
1899 R. H. Charles Eschatol. 8 As the natural God, Yahwe was the invisible Head of the nation.
This thus explains why Yhwh, IHUH, and JHVH all represented the same sound.
(It may be worthwhile considering that God is the only Being who knows how to pronounce His own name - this is in line with the general advice that only the owner of a name knows how to pronounce it.)
Jah is simply a shortened form, but, followed the same transition:
= Jehovah n.
1539 Bible (Great) Psalms lxviii. 4 Oh synge vnto God,..prayse ye him in his name Ia [1611 Iah] and reioyse before hym.
1613 S. Purchas Pilgrimage 154 In the name of Iah the God of Israel. There is none like to Iah our God.
1758 C. Wesley & J. Wesley Hymns of Intercession 32 Jah, Jehovah, Everlasting God, come down.
And now to "hallelujah"
Etymology: < Hebrew hallĕlū-yāh ‘praise (ye) Jah (= Jehovah)’; the verb is the imperative plural of hallēl : see Hallel n.
1.a. The exclamation ‘Praise (ye) the Lord (Jah, or Jehovah)’, which occurs in many psalms and anthems; hence, a song of praise to God; = alleluia int.
1535 Bible (Coverdale) Psalms cv[i]. (heading) Halleluya.
1557 Bible (Whittingham) Rev. xix. 1 I heard the voyce of muche people in heauen saying, Halleluiah.
1625 R. Sanderson Serm. I. 115 The abridgement is short, which some have made of the whole book of Psalms but into two words, hosannah, and hallelujah.
1818 Scott Heart of Mid-Lothian ii, in Tales of my Landlord 2nd Ser. I. 64 That the psalms they now heard must be exchanged, in the space of two brief days, for eternal hallelujahs or eternal lamentations.