Where does “væ” come from?

væ (Old Norse) comes from Proto-Germanic wai, from Proto-Indo-European wai — oh!; woe!.

Ancestry of “væ”, step by step

Step	Language	Word	Meaning
1	Proto-Germanic	wai	woe! alas!
2	Proto-Indo-European	wai	oh!; woe!

væ — Etymology, Origin & Word History | Etymology Explorer