In Greek:
North:
«Βορράς» [voˈɾas] (masc.), and colloquially
«Βοριάς» [voˈrʝas] (masc.) < Classical masc. noun
«Βορέας» Bŏréās, Attic
«Βορρᾶς» Bŏrrhãs -->
North wind, cardinal North (possibly from PIE *gʷ(o)rH-,
mountain cf Skt. गिरि (giri),
mountain, hill; Proto-Slavic *gora,
mountain, hill > Rus./Ukr. горa, Cz./Svk. hora, Pol. góra, OCS > Bul. горa, BCS/Slo. горa/gora). Ιn navy slang it's
«Τραμουντάνα» [tɾamun'dana] (fem.) < Venetian tramontana < Lat. trans-montanus.
Ancient Greeks called the North wind,
«Ἀπαρκτίας» Ăpărktíās (masc.) -->
Northwards < compound; Classical prefix and preposition
«ἀπό» āpó -->
far away, away from (PIE *h₂epo-,
from cf Skt. अप (apa),
away, Hitt. āppa-,
after) + Classical masc. adj.
«ἄρκτιος» ắrktīŏs -->
northern (PIE *h₂rtḱo-,
bear cf Hitt. ḫartagga-,
wild animal; Skt. ऋक्ष (ṛkṣa),
bear; Lat. ursus > It. orso, Sp. oso, Por. urso, Fr. ours, Rom. urs; Arm. արջ (arj)).
South:
«Νότος» [ˈnotos] (masc.), and colloquially
«Νοτιάς» [noˈtças] (masc.) < Classical masc. noun
«Νότος» Nótŏs -->
South wind (which brings wetness:
«νοτίη» nŏtíē),
cardinal South (with obscure etymology). In navy slang, it's called
«Νοτιάς» [noˈtças] (masc.), or
«Όστρια» [ˈostri.a] (fem.) < Venetian Ostria < Lat. Auster.
East:
«Ανατολή» [anatoˈli] (fem.) < Classical fem. noun
«Ἀνατολὴ» Ănătŏlḕ -->
cardinal East < Classical v.
«ἀνατέλλω» ănătéllō -->
to bring forth, give birth to, rise, appear before the horizon < compound; prefix and preposition
«ἀνά» āná -->
up along (PIE *h₂en-,
up, on high cf Proto-Germanic *ana,
on, upon, onto > Ger. an, Eng. on, Dt. aan, Isl. á, D. på, Nor. på (Bokmål)/å (Nynorsk), Swe. å, på) + Classical v.
«τέλλω» téllō -->
to make rise, spring, produce (PIE *telh₂-,
to bear, endure cf Lat. tolerāre,
to bear, endure, tolerate > Sp./Por. tolerar, Fr. tolérer; Proto-Germanic *tolnar- > Ger. Zoll, Eng. toll, Dt. tol, Isl. tollur, Swe. tull). Ιn navy jargon it's called
«Λεβάντες» [le'vandes] (masc.) < Venetian Levante. Sometimes the name
«Απηλιώτης»[apiˈʎotis] is used as the formal name of
«Λεβάντες».
Ancient Greeks called the East wind,
«Ἀπηλιώτης» Ᾰpēlĭṓtēs (masc.) -->
Sunwards < compound; Classical prefix and preposition
«ἀπό» āpó -->
far away, away from (PIE *h₂epo-,
from cf Skt. अप (apa),
away, Hitt. āppa-,
after) + Classical masc. noun
«ἥλιος» hḗlīŏs -->
sun (PIE *seh₂u-el-,
sun cf Skt. स्वर् (svar); Lith. saulė; Proto-Germanic *sōwul > Isl. sól, D./Nor./Swe. sol; Lat. sōl > It. sole, Sp./P. sol, Rom. soare; Proto-Slavic *sъlnьce > Rus. солнце, Cz. slunce, Pol. słońce, OCS слъньцє).
West:
«Δύση» [ˈðisi] (fem.) < Classical 3rd decl. fem. noun
«Δύσις» Dúsīs -->
setting of sun and stars, cardinal West (PIE *deu-,
to go in, enter cf Skt. उपादत्ते (upAdatte),
to take up). In navy language the west wind is named
«Πουνέντες» [pu'nendes] (mac.) < Venetian Punente (westerly wind).
Ancient Greeks named the wind,
«Ζέφυρος» Zépʰūrŏs (masc.) -->
belonging to the west < Classical masc. noun
«ζόφος» zópʰŏs -->
dark, gloomy, poetic
west (with obscure etymology).
Comparing Finnish and Estonian:In Finnish we have our own words also for the intermediate points, without using the names of the cardinal points:
Northeast = koillinen = kirre
Southeast = kaakko = kagu
Southwest = lounainen or lounas = loe
Northwest = luode = edel
Are there corresponding special words in other languages?
Intermediate points:
South-West:
«Λίβας» [ˈlivas] (masc.) < Classical 3rd decl. masc. noun
«*λίψ» líps -found only in oblique cases
«λιβός» lībós (gen.),
«λίβᾱ» líbā (acc.), (PIE *lei-/*leh₁-i-,
to pour out, drip cf Lat. lībāre,
to sprinkle, spill). In navy slang, the SW wind is called
«Γαρμπής» [ɣarˈbis] (masc.) < Venetian Garbìn (the SW wind).
North-West:
«Σκιρωνοβορράς» [sciɾonovoˈras] (masc.) < Classical 3rd decl. masc. noun
«Σκίρων» Skírōn (masc.) -->
wind coming from hard, scrubby lands with obscure etymology. In navy jargon the NW wind is
«Mαΐστρος» [maˈistros] (masc.) < Venetian Maistro < Latin Magister.
South-East:
«Εύρος» [ˈevɾos] (masc.) < Classical masc. noun
«Εὖρος» Eũrŏs -->
broad, wide (PIE *h₁urH-u-,
broad cf Skt. वरस् (varas),
width, breadth). In navy language the SE wind is
«Σιρόκος» [siˈɾokos] (masc.) and
«Σορόκος» [soˈɾokos] (masc.) < Arabic شرق (sharq) via Venetian Scirocco.
North-East:
«Μέσης» [ˈmesis] (masc.) < Classical masc. noun
«Μέσης» Μésēs -->
Middler (between N & E), (PIE *medʰio-,
middle cf Skt. माध्य (mādhya),
central, middle; Lat. medius; Arm. մէջ (mej),
middle, midst). In navy slang the NE wind is called
«Γρέγος» &
«Γραίγος» (both spellings are common) [ˈɣɾeɣos] (masc.) < Venetian Grego (the wind blowing from the Greek-lands).