I would correct myself--the first reference to the term "Bloody Bill" I find is in the St. Louis Post-Dispatch in 1891, not the Dispatch. And that particular publication was famous for being owned by Joseph Pulitzer, who was in the very midst of inventing sensationalistic Yellow Journalism. And it looks like once Pulitzer's Yellow Journalists attached the pearl-clutching-hide-under-the-bed boogyman "Bloody" prefix to Bill Anderson's name decades after his demise, it was picked up by other newspapers and entered the mainstream.

So...I hate to puncture historical balloons, but it looks like books on him utilizing the term are actually using an anachronistic term. I do welcome any citations documenting use of the term as applied to the Missouri guerrilla prior to the Sunday edition of the Aug. 30, 1891 issue of the St. Louis Post-Dispatch.