Judge Rutherford did not name the Watchtower adherents "Jehovah's Witnesses" until 1931, but a Jehovah' Witness was referred to by Pastor Russell in the third volume of the Scipture Studies, Thy Kingdom Come. It was the Great Pyramid! In Chapter 10, "The Testimony of God's Stone Witness and Prophet, the Great Pyramid in Egypt," on page 320, Russell commented on the findings of early pyramidologists:
A few years after Prof. Smyth's return [from visiting the Pyramid], came the suggestion that the Great Pyramid is Jehovah's "Witness," and that it is as important a witness to divine truth as to natural science. This was a new thought to Prof. Smyth, as well as to others. The suggestion came from a young Scotsman, Robert Menzies, who, when studying the scientific teachings of the Great Pyramid, discovered that prophetic and chronological teachings coexist in it.
It would be interesting to see if Robert Menzies actually used the designation "Jehovah's Witness" for the Pyramid, or if that was Russell's choice of words. At any rate, it is possible that Rutherford remembered this designation from the Scripture Studies, as well as the text at Isaiah 43:10, when he chose the name Jehovah's Witnesses for his people.