Printed in the quirky English periodical Notes and Queries in early 1880:
On the 10th ult., I baptized a boy, in the parish church of Stone, near Dartford, by the name of Sou’Wester. His parents were hawkers, passing through the parish in a “house on wheels,” and he was named after an uncle, who had received a similar name from having been born at sea during a sou’westerly gale.
That “ult.” comes from Latin ultimo, meaning “last” — in this case, “last month.” (January, I’d assume by the publication date.)
Source: Tate, W. R. “Curious Christian Names.” Notes and Queries 7 Feb. 1880: 125.