I'm pretty sure, conventions were advertised as "Jehovah's Witnesses and their Companions" In the Proclaimers book on page 167, there is a copy of a program that reads just that way. Since they took the name JW in 1931, who were the "companions" according to the chapter it was the great company class. Why then aren't they called "JW's"?
I did some research on thsi years ago and I believe James Penton collaborated on this.
I know that after the 1940s, when Rutherford died, there was talk as to the term JW and who it applies to, it was later decided that the term Jehovah's Witnesses" applied to all, no matter what their hope was. And at that time, and statement, the "w" became "W". If I find the article I'll notify you!
RR