According to
http://www.newadvent.org/cathen/08329a.htm
"the word Jehovah dates only from the year 1520 (cf. Hastings, "Dictionary of the Bible", II, 1899, p. 199: Gesenius-Buhl, "Handwörterbuch", 13th ed., 1899, p. 311). Drusius (loc. cit., 344) represents Peter Galatinus as the inventor of the word Jehovah, and Fagius as it propagator in the world of scholars and commentators. But the writers of the sixteenth century, Catholic and Protestant (e.g. Cajetan and Théodore de Bèze),are perfectly familiar with the word. Galatinus himself ("Areana cathol. veritatis", I, Bari, 1516, a, p. 77) represents the form as known and received in his time. Besides, Drusius (loc. cit., 351) discovered it in Porchetus, a theologian of the fourteenth century.
Finally, the word is found even in the "Pugio fidei" of Raymund Martin, a work written about 1270 (ed. Paris, 1651, pt. III, dist.ii, cap. iii, p. 448, and Note, p. 745). Probably the introduction of the name Jehovah antedates even R. Martin."The word seems to come via the German monasteries where YHWH was written JHVH (J is Y in German and W becomes V). Because of the ban from Leviticus 24:16: "And he that blasphemeth the name of the Lord, dying let him die" - there was a ban in Biblical Times from pronouncing the tetragrammaton, and the word Adonai, (=Lord) was read whenever YHWH was in the text. In the late Middle Agecs the vowels of AdOnAi were added (in Germany( to the Tetragrammaton JHVH to make JaHoVaH = Jahovah, later Anglicised to Jehovah.
As an Elohim (composite male and female) God of YH (Yah, Yahu, Yaa, Yaw or Yahw) and the Goddess HWH - we get the composite name Yahweh (YH'HWH or YHWH).