I've been told that in the Gospels, when JEsus was praying on the cross, it is translated in the Arabic versions that he called out to Allah.
Christ did not call out to Allah. What he said was
"Eloi Eloi Lama Sabachthani" which means My God, My God why has hast Thou forsaken me.
Actually, the best explanation I have heard for Jesus's exclamation on the Cross is referential. If I were to say to you, "Four score and seven years ago", you would understand I was talking about The Gettysburg Address.
Here is the opening of Psalm 22: "My God, my God, why have You forsaken me?". I would argue that Jesus is pointing those around Him to this Psalm (known as the Suffering Servant Psalm) to help them understand what they are witnessing. Although it begins in agony, the Psalm ends in triumph.
The Muslim use of the word "Allah" for their god was simply an imitation of the Christian Arab use of "Allah" for God for centuries before Muhammad robbed his first merchant.