In message , Mark Brader
writes

It's Bethnal Green. Since that happened after the OED's first edition
was published, you won't find it in there. I have the Supplement that
was completed in 1986, and whose content has been incorporated into
the second edition OED and the newer online version (third edition in
progress). This includes, at the end of "tube", a subsidiary entry
for "tube shelter". And the second illustrative quotation, from a
contemporary entry in a diary published years later*, reads "There
was a terrible accident at a tube shelter last night after the sirens
had sounded in London." The date is given, so it's clear what's meant.

* "Mrs. Milburn's Diaries: An Englishwoman's day-to-day reflections,
1939-45", published in 1979.

What is the OED's first illustrative reference to "tube shelter"? The
expression was in use long before the Bethnal Green disaster.

--
Paul Terry