Where does “ഡൽഹി” come from?

ഡൽഹി (Malayalam) comes from English Delhi, from Urdu دہلی, from Persian دهلی.

Ancestry of “ഡൽഹി”, step by step

Step	Language	Word	Meaning
1	English	Delhi	The Indian government
2	Urdu	دہلی	threshold, doorstep
3	Persian	دهلی	—