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As an addendum to Choster's answer, Here is the English usage of "Wahhabi", according to Google's book data:
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No one "coined" it; it is a romanization of the genitive form of Muhammad ibn Abd al-Wahhab. The -i suffix is the usual way to transliterate it, just as we have Saudi, Kuwaiti, Omani, and so on. (The more common way in English to create a genitive for a thinker would be to use the Greek-derived -ic or the Latin-derived -an, hence you do see Wahhabic and Wahhabian like Platonic and Aristotelian).
Its first use in English is attested in various dictionaries to the first decade of the 19th century.