e.g. the term Yavana which is surprisingly constant across all cultures in the Near East and far away India and is invoked in the Mahabharata as supporting Duryodhana in the Kurukshetra War, which has to have taken place before 2000 BC, considering the Sarasvati dried up at that time and comparing with the Rig Vedic Battle of the Ten Tribes.
The problem that comes here is the Greeks are only known to have been in Greece around 1600 BC. Are we talking about the pre-Greeks here?
Also the myth of Dionysus with a war in India which is the subject of an ancient epic (the largest in length) in Greece. Are these the same wars?
Also that the birth of Dionysus (Zeus (Sky) with Semele (Earth)) is startlingly close to that of Indra (Dhyaus + Prithvi).
Though Indra and Dionysus differ in role, both of them love intoxicants.
And of course, the similarity of Hera (wife of Zeus) and Indrani (the wife of Indra or Shachi) being goddesses of jealousy or wrath.
And then, Indra having a problem with his father-in-law, i.e. Puloman (the Asura). Zeus with his (who is also his own father), Cronus (the Titan). Again the similarities, the father-in-law is from a different set of gods.
Are there similar links directly in other mythologies comparable with the unique Greek-Indian one?
I'm no expert on Mediterranean-Indian contact (perhaps /u/Tiako might know) but most of this seems attributable to root Indo-European tradition. Pretty much all Indo-European cultures preserved loads of analogous or related stories and traditions, and a great deal of work in particular has been done in the past on the relation of various sky and thunder gods to each other.
What I can tell you about is that Dionysus, despite what the Greeks said in the Classical Period and later, was neither a late addition nor an eastern god. Dionysus appears in the Linear B tablets from the Bronze Age, and though he does not appear in Homer he cannot have been introduced, as the Greeks believed, after the Trojan War and the end of the House of Atreus. It seems that his identification with the east has something to do with the "otherness" and strange rituals associated with Dionysus. But we see native Indo-European gods elsewhere whose rituals and traditions are just as bizarre. The story of his war in India is also reminiscent of a number of heroic traditions