X-axis appears in 1886 in W. B. Smith, Elem. Co-Ordinate Geom.: OX, OY, are called Co-ordinate Axes, or axes of X and Y, or X- and Y-axes" (OED2).
The terms X-COORDINATE, Y-COORDINATE, and Z-COORDINATE appear in a paper published by James Joseph Sylvester in 1863 [James A. Landau].
X-INTERCEPT is found in 1924 in Analytic Geometry by Arthur M. Harding and George W. Mullins: "If a curve cuts the x and y axes at the points A and B respectively, the segment OA is called the intercept on the x axis or the x intercept, and the segment OB is called the intercept on the y axis or the y intercept."