“Stovey and Lyons then made a double steal.” The Times (Philadelphia), July 18, 1888, p3
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1895. “A double steal was effected,…[Tom Daly] running to second while [Candy] LaChance sprinted home” (Brooklyn Eagle, Sept. 6; Peter Morris).