Out of universe, I believe he was. I can't think of any other source that came before 1994 that might have showed a double-bladed lightsaber. In universe, though, probably not.
I'm in agreement that Exar Kun was the first. That is without going back and looking up his first appearance and then checking other stuff. It is worth mentioning that Exar Kun has a Canon article now on Wookiepedia. There is that chance a minor WestEnd Games character used a double edged saber before Exar Kun.
Some Wookieepedia editors keep treating all new FFG info as part of the newcanon, despite the fact that early on, all FFG info was Legends. IMO anything sourced to FFG should be treated with caution in the context of the newcanon.
I doubt new directors for television and film will draft their content with FFG in mind unless someone from Lucasfilm flags the FFG content as immovable.
The hieracrchy of canon is again at-play here. By its nature of being RPG material, FFG occupies a lower wrung of canon under the new ownership. Regardless of whether someone in Lucasfilm illustrates a hierarchy of canon to the fans, there will still be a hierarchy of canon.
In my opinion, you are on the right track by questioning whether Tales of the Jedi (and the WEG sourcebook) states anywhere that Exar Kun was the first to use a double-bladed saber. Let's say Exar Kun's double-saber was an innovation in its time. That cannot neglect the point that another Jedi or Sith may have arrived at the same innovation centuries, or even millennia, earlier. Star Wars Expanded Universe reminds us that technological innovations may be cyclical in nature. One person gets heralded as the inventor and innovator in one span of 300 years. Then someone else comes along and becomes recognized. Some things we look at as being innovations may be ultimately regressive. Regressive as in they do more harm than actually help. Exar Kun's saber seems more reflective of personal style to me. I'm not sure if I can call it an innovation.
According to Wookieepedia, Exar Kun got the schematics for the double-bladed lightsaber from a Sith Holocron: https://starwars.fandom.com/wiki/Double-bladed_lightsaber/Legends The original double-bladed lightsabers devised by the original Dark Lords of the Sith Empire were of a sophisticated design, consisting of a single lightsaber mechanism with two sets of emitters, one on either end of the hilt. One of the finest examples of such a weapon was the lightsaber of Exar Kun, which was converted from a standard lightsaber after Kun procured the schematics from a Sith holocron.[1] (cite note is Jedi vs Sith: The Essential Guide to the Force) So, this strongly implies that pre-Kun Sith actually designed the first ones, and Kun simply copied their design.
I just looked at JvS. It does say the Tedryn holocron says Exar Kun got his designs from a Sith holocron. It also says before that that "some say" Kun is the first to use one. We could make of that almost whatever, imo. At any rate, Kun's is the first double bladed saber in any Star Wars as I recall. IG: @jedisufism
Also this in the wookiepedia article: https://starwars.fandom.com/wiki/Double-bladed_lightsaber/Legends Behind the scenes The double-bladed lightsaber was originally conceived by Tales of the Jedi writer Tom Veitch and artist Christian Gossett. Gossett has said he thought of lightsabers as the personal "honor weapons" of the Jedi, and as such would be more customized to suit personal preference rather than standardized for all.[35] The lightsaber made its first appearance in Tales of the Jedi: The Sith War 3: The Trial of Ulic Qel-Droma, though it wouldn't be made famous until the release of Star Wars: Episode I The Phantom Menace.
The amount of information that can be pulled together on this issue is voluminous. Maybe scattered is the better word? The double saber design is a sort of shock and awe moment for people who have never seen it. I have the double-saber's first appearance in a panel on Page 24 in Issue #3 of Sith War. Exar is fighting his Jedi master and sais: "Time to make this more interesting. Do you like the modifications I made to my lightsaber, master?" He starts Issue #3 fighting with only one blade emitted on his saber. This is the panel without the dialogue in the word bubble. Spoiler
I've seen this discussion come up before now that I've had more time to think about it. There was a thread a long time ago on the Dark Horse boards where someone asked a similar question. Randy Stradley of Dark Horse was around and suggested there could be a character from WestEnd Games that used a double-saber. Now that is's years later, I have never seen a character from WEG that fits such a description. It's not that I'm pouring through WEG books or anything. If such a character existed, people might be talking about the character.
Yeah, if such a character existed in the early WEG books, people would be mentioning him or her in discussions about Exar Kun and maybe even Darth Maul.
Exar-Kun will likely be renamed for NU Canon just as Jacen Solo/Darth Cadeus became Ben Solo/Kylo Ren.