Regarding the origin of the drow, Gygax says in Dragon #31:
Drow are mentioned in Keightley’s THE FAIRY MYTHOLOGY, as I recall (it might have been THE SECRET COMMONWEALTH—neither book is before me, and it is not all that important anyway), and as Dark Elves of evil nature, they served as an ideal basis for the creation of a unique new mythos designed especially for AD&D.
Keightley's The Fairy Mythology (1828) does mention Trow, though they are not particularly evil and sound like normal elves/fairies. But a few pages further on it describes "Black Dwarfs" which sound much more like drow.
The inhabitants of Rügen believe in three kinds of Dwarfs, or underground people, the White, the Brown, and the Black; so named from the colour of their several habiliments...
The Black Dwarfs wear black jackets and caps, are not handsome like the others, but on the contrary are horridly ugly, with weeping eyes, like blacksmiths and colliers. They are most expert workmen, especially in steel, to which they can give a degree at once of hardness and flexibility which no human smith can imitate; for the swords they make will bend like rushes, and are as hard as diamonds. In old times arms and armour made by them were in great request: shirts of mail manufactured by them were as fine as cobwebs, and yet no bullet would penetrate them, and no helm or corslet could resist the swords they fashioned; but all these things are now gone out of use.
These Dwarfs are of a malicious, ill disposition, and delight in doing mischief to mankind; they are unsocial, and there are seldom more than two or three of them seen together; they keep mostly in their hills, and seldom come out in the daytime, nor do they ever go far from home. People say that in the summer they are fond of sitting under the elder trees, the smell of which is very grateful to them, and that any one that wants anything of them must go there and call them. Some say they have no music and dancing, only howling and whimpering; and that when a screaming is heard in the woods and marshes, like that of crying children, and a mewing and screeching like that of a multitude of cats or owls, the sounds proceed from their midnight assemblies, and are made by the vociferous Dwarfs.
Drow-like creatures also make a brief appearance in the Appendix N novella The Roaring Trumpet (1940) by L Sprague de Camp and Fletcher Pratt, which is based on Norse mythology:
The limits of the place were invisible in the flickering red glare, through which scuttled naked black things, like liquorice dolls. Heimdall whispered: "These would be dark dwarfs from Svartalfheim, where no man nor As[gardian] has ever been."