Millions Now Living Will Never Die (1920) pp.89-98.
“As we have heretofore stated, the great jubilee cycle is due to begin in 1925. At that time the earthly phase of the kingdom shall be recognized.... Therefore we may confidently expect that 1925 will mark the return of Abraham, Isaac, Jacob and the faithful prophets of old,…
The church systems would have the people believe that only those who become church members can be saved. The Bible never taught any such doctrine. ... Jesus died not only for those who will constitute the members of the church, but for all. St. John plainly stated: "He is the propitiation [satisfaction] for our sins: and not for ours only, but also for the sins of the whole world".—l John 2:2.
It would be impossible for the human race, therefore, to accept the gift of life everlasting before it is offered. It will be offered only in God's due time and the divine plan shows that his due time is after the seed of promise is developed, after the kingdom is setup; and then each one in his order will be brought to a knowledge of the fact that a plan of redemption exists and that the way is open for him to accept the terms of it and live. The remainder of mankind could not keep it. They hear, however, in due time after the establishment of the kingdom. Then it shall come to pass that every one who will keep the saying of the Lord shall never see death. …
Based upon the argument heretofore set forth, then, that the old order of things, the old world, is ending and is therefore passing away, and that the new order is coming in, and that 1925 shall mark the resurrection of the faithful worthies of old and the beginning of reconstruction, it is reasonable to conclude that millions of people now on the earth will be still on the earth in 1925. Then, based upon the promises set forth in the divine Word, we must reach the positive and indisputable conclusion that millions now living will never die.”
Proclaimers pp.160, 161
“They could see, however, that not all who professed to have made a “consecration” (or, ‘to have given themselves fully to the Lord,’ as they understood it to mean) thereafter continued to pursue a life of willing self-sacrifice, making the Lord’s service their first concern in life. … They believed that if these who were said to be of the great multitude were faithful at that time, they would be resurrected to heavenly life—not to rule as kings but to take a position before the throne.… Many seemingly consecrated Christians were taking the easy road, failing to manifest true zeal for the Lord’s cause and shunning self-sacrifice.“
This slowly changed until the GC was identified in its current earthly form in 1935.
Riches (1936) pp.324, 325 (Rutherford)
“Thus the great multitude is definitely identified, not as a spirit-begotten class whose hopes are for a place in heaven, but a class trusting in the Lord, and who hope for everlasting life on earth..."
I do not have quotes for the statistics, but have read of figures ranging between 28,000 and 45,000.
http://www.jwfacts.com/index_files/salvation.htm has recent quotes that only jws being saved, though I do not have the very first time was that this was stated.
As Leolaia says, current Watchtower publications make it seem that the 'millions' always referred to the Great Crowd, which it certainly did not.