AD is an abbreviation of anno Domini Nostri Jesu Christi, Latin for "in the year of our Lord Jesus Christ". The era we now call BC used to be known as "a.C.n.", an abbreviation of "Ante Christum Natum", which is Latin for "before the birth of Christ". Why the terminology changed from Latin to English is a matter of speculation.
Jesu, tibi sit gloria, Latin used Iesus/Jesus in the nominative, Iesum/Jesum in the accusative, and yea Iesu/Jesu for everything else, notably including the vocative. This is highly irregular for Latin declensions, where it fits nicely in no declension in particular, although it tends to be attributed to the fourth (not the second).
I found that in Wycliffe's Bible, Jesus Christ is spelt as "Jhesu Crist". Why was it spelt with 'Jh' instead of 'J'?
@PeteKirkham I'm not sure that's so much as them using "Jesu's" as a possessive form of "Jesus", as it is them using the alternative translative spelling of "Jesu" for his name, and applying normal possessive rules to that; (In the same way that it can also be translated as "Joshua" or "Yeshiya", depending on whether you go via Latin, Greek, or ...
The Scandinavian connection you mention is actually also a reference to Jesus Christ. I’m not sure if it exists in Swedish or Norwegian, but in Danish, a strikingly similar minced oath is Herre Jemini, where Herre means ‘Lord’ and Jemini is – even today – quite transparently a mincing of Jesus. I was not aware of its origins from Jesu domine specifically (I always just thought of the ...