I'm fascinated by old shipwrecks, and have read extensively about the subject. I'm not a historian, I'm an accountant. But I feel as if I can offer some small insight into a part of this question.

Given my fascination, I wondered if perhaps this or the "women and children first" tropes were actual occurrences, or were a romanticized idea. However, while reading "Narratives of Shipwrecks of the Royal Navy between 1793 and 1849" by William O.S. Gilly, I came across several passages that related to this idea, including captains who went down with their ship, and other related topics.

Most surprisingly, Gilly mentions an instance of a captain who not only swore to be the last man to leave the ship, but threatened to enforce the "woman and children first" rule with immediate execution for any male who tried to break the rule.

The book is available for Kindle for free, and I could offer more specific examples when I have my fire, but the ideal seems to have been well entrenched in popular thought at least as early as 1793 or shortly afterwards.

I highly recommend the book, as it offers not only details about the shipwrecks themselves, but it also offers insight into the repercussions of the wrecks, such as who was court martialed, who was promoted for valor, who died, and what might have happened to this ship after the wreck.

I hope this at least gives some insight.