As you may already know, all through out the Bible the capital word "LORD" is used for the Hebrew word יהוה. LORD comes form the Hebrew word אֲדֹנָי Adnoai which means "Master" "Lord" "LORD" "The LORD" "My LORD"
The title LORD in scripture replaced the Name YeHoVaH - the pronunciation of the tetragrammaton YHVH יהוה.
As you can see in the Hebrew scripture in Exodus 3:2 (Hebrew reads from right to left)
" וַיֵּרָא מַלְאַךְ יְהוָה אֵלָיו, בְּלַבַּת-אֵשׁ--מִתּוֹךְ הַסְּנֶה; וַיַּרְא, וְהִנֵּה הַסְּנֶה בֹּעֵר בָּאֵשׁ, וְהַסְּנֶה, אֵינֶנּוּ אֻכָּל."
Exodus 3:2 "And the angel of the LORD appeared unto him in a flame of fire out of the midst of a bush; and he looked, and, behold, the bush burned with fire, and the bush was not consumed."
And in Exodus 6:3 "and I appeared unto Abraham, unto Isaac, and unto Jacob, as God Almighty, but by My name Jehovah I made Me not known to them."
(Hebrew reads from right to left)
"וָאֵרָא, אֶל-אַבְרָהָם אֶל-יִצְחָק וְאֶל-יַעֲקֹב--בְּאֵל שַׁדָּי; וּשְׁמִי יְהוָה, לֹא נוֹדַעְתִּי לָהֶם."
A study into the ancient Hebrew language reveals there was not a "J" sound. But in modern times the "J" sound was added to the letter ג GIMMEL by writing the garish mark at the top of the letter, and also to the letter ז ZAIN.
The Masoretes made sure the sacred name would not be taken in vain (which is the breaking of the 3rd Commandment) so the PRONUNCIATION of the word Adonai אֲדֹנָי was SUBSTITUTED for יהוה pronounced YaHoVaH.
Masoretes were groups of scribe-scholars who worked between the 6th and 10th centuries CE,
LORD - Adnoai / אֲדֹנָי
YeHoVaH / יְהוָה
GOD - Elohim / אֱלהִים