Old English suð "southward, in the south," from Proto-Germanic *sunthaz (cf. Old Saxon, Old Frisian suth "southward, in the south," Middle Dutch suut), perhaps related to base of *sunnon "sun," with sense of "the region of the sun." German Süd, Süden are from a Dutch pronunciation. Old French sur, sud (French sud), Spanish sur, sud are loan-words from Germanic, perhaps from Old Norse suðr.
The Southern states of the U.S. have been collectively called The South since 1779 (though originally this often referred only to Georgia and South Carolina). South country in Britain means the part below the Tweed, in England the part below the Wash, and in Scotland the part below the Forth. South Sea meant "the Mediterranean" (late 14c.) and "the English Channel" (early 15c.) before it came to mean (in plural) "the South Pacific Ocean" (1520s). The nautical coat called a sou'wester (1836) protects the wearer against severe weather, such as a gale out of the southwest.