Mark Brader:
It's Bethnal Green. Since that happened after the OED's first edition
was published, you won't find it in there. I have the Supplement that
was completed in 1986, and whose content has been incorporated into
the second edition OED and the newer online version (third edition in
progress). This includes, at the end of "tube", a subsidiary entry
for "tube shelter". ..

Paul Terry:
What is the OED's first illustrative reference to "tube shelter"?

In the Supplement, it's from "Darkness Falls from the Air", a 1942 novel
by Nigel Balchin. "We went... by tube... I wanted to see how the tube
shelter business was working out."

The expression was in use long before the Bethnal Green disaster.

I don't know if the above has been "antedated", as they say, in the OED2
or the online edition.
--
Mark Brader, Toronto "The walls have hearsay."
-- Fonseca & Carolino

My text in this article is in the public domain.