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The word septentrionalis "northern" comes from septentriones, cf. Lewis & Short:
septentrĭōnes (septemptrĭōnes), um (sing. and tmesis, v. infra), m. [septemtrio; prop. the seven plough-oxen; hence, as a constellation]
But what does this -trio mean? Does it have anything to do with the Italian word trio?
I doubt that anyone has ever given a satisfactory explanation of septemtriones. It wasn't always written as a single word (often, with another word interposed), which might indicate that septem is the number of triones - and indeed there are seven stars in the ploughshare shaped constellation. Unfortunately, there is no real indication of what the triones are: I cannot myself believe that the word has anything to do with "star", or even with the number three. Cicero and Ovid, among others, imply that they are the oxen drawing the plough (though it is a nonsense to identify the individual stars of the plough with the animals pulling it): but even such authorities as these were not immune to indulgence in speculation and themselves seem to be the source of the idea among a few later writers that triones (always plural) was a yoke of oxen.
This, I believe, is the oldest reference to triones, which appears at M. Terentii Varronis de Lingua Latina VII, 4, 95. (Varro lived 116-27 BC.) I am quoting it because the subject seems to have attracted some interest.
Nunc de temporibus dicam. Quod est apud Cassium. . . . .
Nocte intempesta nostram devenit domum, intempesta nox dicta ab tempestate, tempestas ab tempore; nox intempesta, quo tempore nihil agitur.
Quid noctis videtur? — in altisono
Caeli clipeo temo superat
Stellas sublimen agens etiam
Atque etiam noctis iter.
Hic multam noctem ostendere volt a temonis motu; sed temo unde et cur dicatur latet. Arbitror antiquos rusticos primum notasse quaedam in caelo signa, quae praeter alia erant insignia atque ad aliquem usum, ut culturae tempus, designandum convenire animadvertebantur.
Eius signa sunt, quod has septem stellas Graeci ut Homerus vocant hamaxan, et propinquum eius signum booten, nostri eas septem stellas triones et temonem et prope eas axem: triones enim et boves appellantur a bubulcis etiam nunc, maxime cum arant terram; e quis ut dicti Valentes glebarii, qui facile proscindunt glebas, sic omnes qui terram arabant a terra terriones, unde triones ut dicerentur e detrito.
Temo dictus a tenendo: is enim continet iugum et plaustrum, appellatum a parte totum, ut multa. Possunt triones dicti, VII quod ita sitae stellae, ut ternae trigona faciant.
Walde-Hofmann list a noun trio which they define as "plough-ox" (presumably following Varro as quoted in Tom Cotton's answer), and derive from the root of tero "rub, wear out". A semantic connection between "rubbing" and "ploughing" seems possible (L&S give "tread under foot" as one meaning of tero), so this is not too implausible an etymology, though somewhat speculative.
