OP, get a hold of Frisk’s and Chantraine’s etymological dictionaries of Ancient Greek. Which may or may not currently be at archive.org—although they are both under copyright, so of course, you should be going to your local university library instead.
Hēlios is simply a reflex of the Indo-European word for Sun, via proto-Greek *sāwélios. See sóh₂wl̥ at Wiktionary. Since Indo-European already had a word for Sun, the etymology of Zeus as a sky god is irrelevant: the bright sun is not the same as the bright sky.