In his 1939 book Weyl indeed used $O^+$ for SO, and called it the proper orthogonal group, but he did use the notation SU, or more precisely $^s$U with a tiny superscript s.
http://ilorentz.org/beenakker/MO/sU.png
The name "special unitary group" does not appear, it is alsways "unimodular".