I remember a long debate in the forum in the 80's in the Danish 'Skakbladet' (="Chess Magazine"), the official publication for the national chess association, about this matter.

Some pointed to examples of Q-R-R, like you, and others to R-Q-R.

When somebody told me about the expression first time it was Q-R-R, so that became the definition for me.

"Alekhine's Gun" began being talked about, as I recall, in the 1990s. It was probably meant as nothing more than a catchy name for a particular tactical manuever; instead of saying "Triple the heavy pieces on a file with the queen in the rear", you say "Alekhine's Gun" and everybody knows what you're talking about. Much the same idea as giving names to openings.

Alekhine vs Nimzowitsch, 1930 was the game it was associated on and why the "pure" form is usually thought of as R-R-Q. But that particular configuration is of course much older, and there are certainly hundreds of examples in the database. The earliest I've found so far is Blackburne vs S Rosenthal, 1878, but a more thorough search would surely predate that.

If you look at that game, you'll see that the "Gun" didn't have much direct effect on the outcome. The "Gun" is best used attacking the king, or when there are entry squares and targets for the heavy pieces. If the defending side can defeat the entry squares with minor pieces or use its own heavy pieces to neutralize the pressure, there's nothing special about the "Gun". It can even be a bit of a disadvantage, since the possessor has committed so much of his force to setting it up that he may have unprotected weaknesses elsewhere.

Here are a few examples.

Antoshin vs Vasiukov, 1955, after <42.R6a3>:

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Black can control the entry squares with minor pieces, and has the possiblity of neutralizing the pressure with trades. White lost after getting a rook trapped on a6.

A Medina Garcia vs Kashdan, 1932, after <36.Rdc2>:

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Big deal. No targets, nowhere to penetrate. Black won in 101 moves.

In M Shevchenko vs Mansur Musaev, 2001, after <26.Qh2>:

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The "Gun" is primed, but after 26...g5 and 27...h6 it was totally useless and Black won nicely on the underprotected queenside.

Finally, it could be argued that R-Q-R is actually a stronger form of tripling thatn R-R-Q, since it gives the queen more of an active than a supporting role. Here's a nice example you might not be familiar with, from P J Sowray vs N Hutchinson, 2004:

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