Pro-Direct are an online retailer who have "stores" for tennis, football, rugby, running and cricket. I don't believe they have a physical store.
JJB was owned by Wigan FC/RFC chairman Dave Whelan and the chain faced financial issues a few years back - some stores and the gym chain were renamed DW Sports (in his name) and the other non performing stores went to the wall. I assume even tough JJB are in admin/sold to Sports direct the DW stores/gyms will still operate.
JD Sports have never been a sports shop - more a clothes retailer!
Sports Direct is owned by Mike Ashley who also has a share in the UK Dunlop/Slazenger business, hence the stores started as an outlet for their products and grew to include other brands. Still essentially a clothes retailer they now sell cheap racquets and golf clubs as well as other bits of random sports equipment!