The vajra indeed precedes Buddhism and originates in the vedas. The usage of the vajra in vajrayana Buddhism is an appropriation of the Hindu vajra where there vajra is given a new significance, specifically, it is used to different Buddhist deities from Hindu deities, e.g. vajra-dakinis vs dakinis. It is a symbol that has been appropriated from the native culture. Had Buddhism originated in Greece, the symbol might well have been Zeus' thunderbolt, not Indra's.
Vajrayana Buddhism is of course rife with Hindu symbolism and imagery: vedic, shaivite, vaishnavite. The vajra is the most obvious case in point but there are endless others: tridents, kapalas, bone ornaments. In each case, Buddhism gives a different interpretation of the symbol to the Hindu interpretation. Deity yoga and completion stage methods are all found in Hinduism, but the Vajrayana practises have a different meaning and result.
Perhaps you are worried (as many are) that the obvious non-Buddhist antecedents of vajrayana symbolism is evidence that the vajrayana is a kind of mutation of Hinduism. This comes from focussing on the symbol itself and not considering its meaning. It is the interpretation one puts on them that differentiates Buddhism from other systems.
In the rgyud sde rnam bzhag, Lopon Sonam Tsemo stresses that the essential differentiating points of Buddhist vajrayana are that they are preceded by refuge and bodhichitta. This guarantees their difference from the equivalent non-Buddhist practises.