“When were the Jews first referred to as Hebrews?”
Well, see this is what I’m talking about when I say the term is tricky. The Jews didn’t exist when the term Hebrews first came into use. That term predates them. The father of the “first Jew” was a Hebrew, not a Jew.
As for the “hapiru”/”habiru” thing, that is most likely just an Egyptian transliteration of the very same word, and not the origin of the word. The word itself is a semetic word, not an Egyptian one. Calling them “canaanites” is also misleading, because the land had been given to Abraham and his Hebrew tribesmen before the captivity, and the unrelated Canaanites did not come to occupy it until later. So this people coming into Egypt from “Canaan” at the beginning of the captivity were not “canaanites”, but Hebrews.
The “hapirus” left Egypt with the Jews because they were kinsmen, because the Jews were just one family that was part of the larger Hebrew tribe at the time the captivity began.
We have differences of opinion re history from 50 years ago, so 3,500 years ago is pretty, pretty, pretty hard.