What was the most common pronunciation of the interjection io in Classical Latin?

1. What is the Latin word IO?
2. Is Io pronounced like yo?
3. How was OE pronounced in classical Latin?

What is the Latin word IO?

Language. i.o., in illo ordine, Latin phrase meaning "respectively" ("in that order")

Is Io pronounced like yo?

As you wrote, ee-oh is probably the best approximation how to say it in English.

How was OE pronounced in classical Latin?

The first vowel sound in "Caesar," ae is a diphthong pronounced like "eye"; au, a diphthong pronounced like the exclamation "Ow!"; oe, a diphthong pronounced like the English diphthong oi, as in "hoity-toity".