Αντίο is not a word of greek origin, but a loanword, as stated in many comments above. So its pronunciation should be without a "n" sound. Most Greeks pronounce "ντ" like a d anyway, even in greek words nowadays. There's no point denying the truth - the language is a living organism and constantly changing.
Most likely. Here is what I found: http://www.etymonline.com/index.php?allowed_in_frame=0search=adios: "... from Spanish adios, from the phrase "a dios vos acomiendo "I commend you to God;" the French form is adieu."
See Stergi3's post above for more.