I no longer have print copies of the Studies, but the location on the CD Rom shows the quote on page 320 of volume 3 of Studies in the Scriptures:
"Why, When and by Whom
was the Great Pyramid Built?
This question has been much discussed of late years,
from both scientific and Scriptural standpoints. For thousands
of years no satisfactory answer to the question was
discovered. The old theory that it was built as a vault or
tomb for an Egyptian king is unworthy of credence; for, as
we shall see, it required more than the wisdom of the present
day, to say nothing of that of Egypt four thousand years
ago, to design such a structure. Besides, it contains nothing
in the way of casket, mummy or inscription. It was not until
we had come into the time called in Daniel's prophecy "the
Time of the End," when knowledge should be increased,
and the wise should understand God's plan (Dan. 12:4,9,10),
that the secrets of the Great Pyramid began to be
understood, and our questions began to have a reasonable
answer.
The first work of importance on the subject, proving that
the Great Pyramid possessed scientific features, was by Mr.
John Taylor, of England, A.D. 1859, since which time the
attention of many able minds has been given to the further
study of the testimony of this wonderful "Witness"; especially
C320
since Prof. Piazzi Smyth, Astronomer-Royal for Scotland,
visited it, for several months made its peculiarities a
study and gave to the world the remarkable facts of its construction
and measurements, and his conclusions therefrom.
To his scholarly and scientific work, "Our
Inheritance in the Great Pyramid," we are mainly indebted
for the data made use of in this chapter. Our illustrations
are copies of a few of the twenty-five plates with which the
latest edition of that work is embellished.
A few years after Prof. Smyth's return, 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."
I believe this it he first instance of the exact word's :Jehovah's Witness" appearing in WT literature.