blasphemy was originally blasfemie, respelled with ph by scholars who wanted to show off. It's borrowed from Old French blasfemie, from Latin blasphēmia, from Greek βλασϕημία blasphēmia "slander, blasphemy".
Greek -φημος -phēmos is "speaking", from φημί phēmi "to speak, from *bheh₂-.
βλασ- might have meant "evil", as in βλάσϕημος "evil speaking". The AHD gives *ml̥s-bheh₂-mo- "speaking evil" as a possible etymon for βλάσϕημος. *ml̥s- is a form of *mel- "false, bad, wrong".
*mel- is found in Latin malus "bad" and male "ill", as in malevolence and malaria.
markhor, a wild goat found in central Asia, is borrowed from a Persian word that I think is spelled مارخور mārkhūr. It's thought to be a combination of مار mār "snake" and خوردن khūrdan "to eat" (as in manticore). The OED says this might be a folk etymology, but helpfully informs us that "A tradition that certain ungulates hate and consume snakes is well evidenced in medieval Persian and Arabic zoological literature."
Anyway, Persian mār "snake" is derived from *mel-.