Comparative Glyph Origins Of (Visually) Close Characters
They are not much related.

The common part in these characters is 大/big, which is the pictograph of front of a person.

天 is sky, which is represented by the line above the person.

夭's original meaning is bending one's neck, represented by a curve on person's head.
It's extended meaning is "young", because young plants are curved.

The other two are different.

矢 is arrow. The top part is head and the bottom part is arrow feather.

失 is very interesting. It actually comes from 手/hand with a extra stroke.
Something falls out of one's hand -> lose something