The Oxford English Dictionary states that the term "originated in autumn of 1862," but that's clearly a year too late.
(Oxford English Dictionary)
U.S. A nickname given, during the Civil War, to a northern sympathizer with the Secessionists of the south. Originated in autumn of 1862. Also attrib.
1863 N.Y. Tribune 12 Jan. 4/6 The more malignant Copperheads of this state. 1863 Spectator 15 Aug. 2375 The organ of the Pro-slavery Democrats or Copperheads. 1863 W. PHILLIPS Speeches xxiv. 526 Copperhead Democratic sympathy with the aristocracy of the South. 1888 BRYCE Amer. Commw. II. III. lv. 358 The Democratic party..was long discredited by..the opposition of a considerable section within it (the so-called Copperheads) to the prosecution of the war.
(American Civil War: Letters and Diaries database)
1. Northrop, John Worrell, 1836(?)-. "Diary of John Worrell Northrop, May, 1861"
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A man about forty years old, a Captain, was eager to talk politics. I saw him talking to one of our soldiers who was irritated by his secesh notions, which he put forward in a good natured but overbearing way. The boy could not stand it and "blew on him" and took another seat. Anxious for a little Copperhead philosophy from a Southerner, I took a position nearly in front of him, my friend Thompson on my right, and called him out. The group that listened were convinced that Northern sympathizers are of the Virginia stripe, the same bird that can see only in the night of slavery
Northrop, John Worrell, 1836(?)-, Diary of John Worrell Northrop, May, 1861, in Chronicles from the Diary of a War Prisoner in Andersonville and Other Military Prisons of the South in 1864 : Experiences, Observations, Interviews and Poems Written in Prison, with Historical Introduction. Wichita, KS: J.W. Northrop, 1904, pp. 228. S1542-D001 [Bibliographic Details] [Biography] [5-3-1861] Northr:D1542-1
10 April 1861, New York Times, "THE IMPENDING WAR," pg. 1:
A day or two since, when one of the mail-bags coming from the South by way of Alexandria, was emptied in the court-yard of the Post-office, a box fell out and was broken open, - from which two copperheads, one four and a half and the other three feet long, crawled out. The larger one was benumbed and easily killed; the other was very lively and venomous, and was dispatched with some difficulty and danger. What are we to think of a people who resort to such weapons of warfare.
17 April 1861, Chicago Tribune, pg. 2:
The Snake Story.
[From the National Intelligencer.]
A story has lately been going the rounds of the papers to the effect that an attempt had been made upon the life, or at least the health, of the President by some SOuthern conspirator who sent two copper head snakes to his address by mail, with the expectation that he would be bitten by them in opening the package. Fortunately, however, according to the story, the snakes were discovered and killed in the Post Office, before reaching the President. The whole tale, improbable as it would seem, has even been made the subject of sensational dispatches and editorials in the New York papers.
Having taken some pains to inquire into the truth of the story, we find that a week or two ago two small snakes were detected in the city Post Office and killed, having doubtless escaped from some package. They were sent over to the Smithsonian Institution, where they are no preserved, and were readily determined to be one of the most harmless and inoffensive as well as the most beautiful species of North American serpents, the scarlet snake, technically known as the Rhinostoina coccinea. The species is quite abundant throughout the Southern States, and the specimens had probably been originally addressed to the Smithsonian Institution, which frequently receives such objects by mail.
2 July 1861, New York Times, pg. 9:
SERENADE TO COL. BLAIR.
WASHINGTON, Monday, July 1.
Col. Blair, member of Congress from Missouri, was serenaded to-night by Dodworth's New-York Band, and it was an enthusiastic reception.
Mr. BLAIR'S next allusion was to Maryland, in which, two weeks ago, her people declared by an immense majority for the Union, yet in the midst of this old State a nest of copperheads - the Legislature - are plotting and conspiring to place that State in a false position to the National Government.
2 September 1861, Bangor (ME) Daily Whig and Courier, pg. 2, col. 2:
COMPROMISE. Let the Copperheads, if they mean what they say, and if they dare to do what they say, tell the people of the North what terms of reconciliation they would offer to rebels in arms. - Portland Adv.
7 February 1862, Chicago Tribune, pg. 2:
His predictions as to the certain downfall of the Copper Head Conspiracy, and of the triumphant success of the Federal Government in preserving the Union, the Constitution and the laws, we fear will not be realized at as early a day as he led his audience to believe - if the "Anaconda, plan" continues to hold back the army and swallow up the resources of the Government.
5 March 1862, Chicago Tribune, pg. 2:
The "compromise and concession" policy has no influence3 with these rabid rebels. It degrades the North without placating the copper-heads in the least.
5 August 1862, Chicago Daily Tribune, pg. 1:
PREPARING TO DEAL WITH
The United States grand jury, which has been in session in this city for soe weeks past, adjourned yesterday after finding quite a number of true bills against some prominent copperheads in this State for treason, in connection with the recent orders which have existed for some time past in Indiana.