Wing, being under [someone's]

To be safe under a wing is found in the Psalms, specifically Psalm 91 v. 4: 'He shall cover thee with his feathers, and under his wings shalt thou trust . . . ’ So this seems to be a far earlier appearance of the conceit.

We don’t date by the concept, we date the use of the word/phrase in English.

Indeed, and I’ve often thought that approach a little limiting. After all, the concept of sheltering under a wing has been around for thousands of years, and an etymology ought to reflect as much of the history as is known, no matter what the language. English etymology by definition is the descent of a word through many languages. ‘First appearance in writing’ can be misleading, as even academics take this to mean ‘first appearance ever’. I’m sure you’ve come across this.

That’s not what etymology is, no. You’re not looking for an etymology dictionary, you’re looking for an encyclopedia, if that’s what you want. Etymology concerns itself with the word, and sometimes the history is necessary to explain the evolution of the word, but it is not about the history of a concept.

For example, we know bread existed longer than the English word bread. But it’s not for an etymology dictionary to go on about bread in ancient Egypt or Rome. Cognates in neighboring languages are as close as we’re going to mess with. We’ll get into words from other languages only if the word influenced the English.

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I think you’re discounting the very plausible possibility that the phrase came into English from the Bible. OP cited Psalm 91:4, but the same metaphor occurs throughout scripture (see also Ruth 2:12, Matthew 23:37, etc.). The earliest quotations listed in the OED are all religious in nature, e.g. “I blisce þe, lauerd, þou me has gett And sauf vnder þi wenges sett.”

Etymology is concerned only with individual words. The words “wing”, “under”, and so on, are not from the Bible.

Your latest post in this thread is a bit like claiming that someone’s history of iron mining is deficient because it doesn’t explain in detail how skyscrapers are built.

Etymonline is not concerned only with individual words. If it were, the writers wouldn’t have taken the time in (e.g.) the “swine” entry to explain that the phrase “pearls before swine” originates from Matthew 7:6. The words themselves aren’t of biblical origin, but the image is.