Etymology
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Words related to Donna

*dem- 

Proto-Indo-European root meaning "house, household." It represents the usual Indo-European word for "house" (Italian, Spanish casa are from Latin casa "cottage, hut;" Germanic *hus is of obscure origin).

It forms all or part of: Anno Domini; belladonna; condominium; dame; damsel; dan "title of address to members of religious orders;" danger; dangerous; demesne; despot; Dom Perignon; domain; dome; domestic; domesticate; domicile; dominate; domination; dominion; domino; don (n.) "Spanish, Italian, and Portuguese title of respect;" Donna; dungeon; ma'am; madam; madame; mademoiselle; madonna; major-domo; predominant; predominate; timber; toft.

It is the hypothetical source of/evidence for its existence is provided by: Sanskrit damah "house;" Avestan demana- "house;" Greek domos "house," despotēs "master, lord;" Latin domus "house," dominus "master of a household;" Armenian tanu-ter "house-lord;" Old Church Slavonic domu, Russian dom "house;" Lithuanian dimstis "enclosed court, property;" Old Norse topt "homestead."

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don (n.)

title of respect, 1520s, from Spanish or Portuguese Don, a title of respect prefixed to a man's Christian name, from Latin dominus "lord, master, owner" (from domus "house," from PIE root *dem- "house, household").

 It took on a general sense of "person of high importance or leading position," hence the English university sense "fellow of a college, any college authority" (c. 1660), originally student slang. The underworld sense is by 1952, from Italian don. The fem. form is Portuguese Dona, Spanish Doña, Italian Donna.

belladonna (n.)
1590s, "deadly nightshade" (Atropa belladonna), from Italian, literally "fair lady" (see belle + Donna); the plant so called supposedly because women made cosmetic eye-drops from its juice (a mid-18c. explanation; atropic acid, found in the plant, has a well-known property of dilating the pupils) or because it was used to poison beautiful women (a mid-19c. explanation). Perhaps a folk etymology alteration; Gamillscheg suggests it is ultimately of Gaulish origin.
madam 

c. 1300, formal term of address to a lady (a woman of rank or authority, or the mistress of a household), from Old French ma dame, literally "my lady," from Latin mea domina (see Donna, and compare madonna). It became a conventional term of address to women of any degree (but chiefly to the married and matronly); also "a woman of fashion or pretension" (often with a suggestion of disparagement) by 1590s. From 1719 as "a courtesan, a prostitute;" the meaning "female owner or manager of a brothel" is attested by 1871.

The title of Madam is sometimes given here, and generally in Charleston (S. Carolina), and in the South, to a mother whose son has married, and the daughter-in-law is then called Mrs. By this means they avoid the inelegant phraseology of old Mrs. A., or the Scotch, Mrs. A senior. [Sir Charles Lyell, "A Second Visit to the United States of North America," 1849]