Christian Zionist sympathisers in 1936, led by Rev. James F. Freeman, three years before war broke out in 1939, led a delegation of Christians, presumably put up by Zionists, who petitioned the British government to allow persecuted Jews in the 'European holocaust' to emigrate to Palestine.
The New York Times printed the story on May 31, 1936:
“The petition in expressing the opinion of enlightened Christian leadership in the United States , favouring a larger Jewish immigration into Palestine, stressed the intolerable sufferings of the millions of Jews in the “European Holocaust.”
Above is a pdf of the newspaper article from the New York Times archive. The ‘European Holocaust’ is mentioned several times in the article.