กรุงเทพ (Thai) comes from Thai เทพ, from Pali deva, from Sanskrit देव, from Proto-Indo-Iranian daywás, from Proto-Indo-European deywós, from Proto-Indo-European dyew- — to be bright; sky, heaven.
Ancestry of “กรุงเทพ”, step by step
กรุงเทพ traces back through two separate lines of ancestry.