The Question
When and where did the term "liquidity trap" first appear (notice the difference with Keynes' term 'liquidity preference')?
The Answer
You are right to note that the term "liquidity trap" does not appear in Keynes' General Theory. However, the term did emerge from the discussion of Keynes' notion that the interest rate could be "sticky," and hence, unable to fall to a level sufficient to induce enough investment to eliminate unemployment.
D.H. Robertson introduced the term "liquidity trap" in 1940, although both R.G. Hawtrey (1937) and Jacob Viner (1936) had noted the possibility of the banking system allowing reserves to build up for awhile, thereby preventing the smooth transformation of savings into investment. A good synopsis of the story is found in Laidler (1999).
References:
Hawtrey, R.G. (1937) Capital and Employment. London: Longman.
Laidler, D. (1999) Fabricating the Keynesian Revolution. Cambridge: Cambridge University Press.
Robertson, D.H. (1940) 'Mr. Keynes and the Rate of Interest', in Essays in Monetary Theory, 11-44. London: Staples Press.
Viner, J. (1936) 'Mr. Keynes on the Causes of Unemployment', Quarterly Journal of Economics 51, November: 147-67.