According to
The Return of the Shadow, Professor Tolkien planned for a Balrog being in Moria around 1940 (after originally planning that it would be a Ringwraith on the bridge instead). When did he first conceive of Balrogs as being Maiar? That's the key question.
Certainly in Letter 144 he does refer to them as "primeval spirits", although that doesn't
necessarily mean Maiar as we understand it now. When was the concept of the Maiar properly solidified? When he was writing
The Lord of the Rings, there were still "Children of the Valar".
I'm not really sure what point I'm trying to make to be honest
EDIT: I believe Christopher Tolkien thinks that the term "Maiar" was first used in 1958 (according to
Morgoth's Ring) but that doesn't prove much about finding a date for the idea of what would eventually be called "Maiar".