Many thanks to a recent anonymous commentor for the links to the two volumes (pdf downloads) of Richard Burton's Wanderings in West Africa (published under the pseudonymous initials A FRGS in 1863), which apparently includes reference to "Nigeria" several decades before Flora Shaw came up with the name. However, I am yet to find the word "Nigeria" in the two volumes, although in a footnote on page 256 of Volume II Burton does refer to "Nigerian" - but apropos of regions close to the river Niger, not in terms of a name yet applied to a country. The attribution to Shaw may therefore still stand.
(As an aside, I didn't realise the Niger used to be called the Kwara, and that Mungo Park preferred the name "Joliba" - wherever that came from).
In Volume I, I notice he refers to both the Yoruba and the "Nufe" (Nupe) on page 177. I'm still in search of when the term "Yoruba" originally appears (originally a term the Fulani gave to the citizens of the city of Oyo - now nothing more than the fragments of ruins deep inside the Old Oyo National Park). Lower down, he writes,
"The ignoble race, or pure breed, the aboriginal and typical African, exceptionally degraded in Guinea, and improving as he descends southwards and blends with the true Kaffirs, who may be a people of mixed blood. In his lowest organisation he is prognathous, and dolicho-kephalic, with retreating forehead, more scalp than face; calfless, cucumber skinned, lark-heeled, with large broad and flat feet; his smell is rank, his hair crisp and curly, and his pile is like peppercorns. His intellect weak, morale deficient, amiability strong, temperament enduring, destructiveness highly developed, and sensibility to pain comparatively blunt."
In Volume II, "A Day in Lagos" begins on page 186. He describes the city on page 212 thus:
"The site of the town, four miles from the entrance, is detestable; unfortunately, there is no better within many a league... The first aspect of it is as if a hole had been hollowed out in the original mangrove forest that skirts the waters, where bush and dense jungle mingle, garnished with many a spreading tree, tall palms, and matted mass of fetid verdure rise in terrible profusion around..."
More description comes on page 222, including this magnificent put-down,
"Everything has the squalid, unclean look of an idle people, and what could be expected from men to whom Pomona has been so indecently kind, whose bread and butter, whose wine and oil, grow for them in the trees around?"
Before you reach for wikipedia, Pomona was the Roman Goddess of plenty.
He ends the chapter on Lagos thus,
"And finally, the natives should be taught, or rather forced, to learn something like purity in their habits."