The conjecture that $\pi(x+y) \leq \pi(x) + \pi(y)$, with $\pi$ the counting function for prime numbers, is customarily attributed to Hardy and Littlewood in their 1923 paper, third in the Partitio Numerorum series on additive number theory and the circle method. For example, Richard Guy's book Unsolved Problems in Number Theory cites the paper and calls the inequality a "well-known conjecture ... due to Hardy and Littlewood".
Partitio Numerorum III is one of the most widely read papers in number theory, detailing a method for writing down conjectural (but well-defined) asymptotic formulas for the density of solutions in additive number theory problems such as Goldbach, twin primes, prime $k$-tuplets, primes of the form $x^2 + 1$, etc. This formalism in the case of prime $k$-tuplets, with the notion of admissible prime constellations and an asymptotic formula for the number of tuplets, came to be known as the "Hardy-Littlewood [prime k-tuplets] conjecture" and indeed is one of several explicit conjectures in the paper.
However, the matter of whether $\pi(x+y) \leq \pi(x) + \pi(y)$, for all $x$ and $y$, does not actually appear in the Hardy-Littlewood paper. They discuss the inequality only for fixed finite $x$ and for $y \to \infty$, relating the packing density of primes in intervals of length $x$ to the $k$-tuplets conjecture. (The lim-sup density statements that H & L consider were ultimately shown inconsistent with the k-tuplets conjecture by Hensley and Richards in 1973).
Are there other works of Hardy or Littlewood where the inequality on $\pi(x+y)$ is discussed, or stated as a conjecture?
Where does the inequality first appear in the literature as a conjecture?
Is there any paper that suggests the inequality (for all finite $x$ and $y$, not the asymptotic statement considered by Hardy-Littlewood) is likely to be correct?