See quotations.

1

1819.  [Certain stones] in the Illinois and Missouri territories are denominated lost-stones, from their being strangers to the soil where they are found.—H. C. McMurtrie, ‘Sketches of Louisville,’ p. 29.

2

1838.  [In Illinois] I here met with those singular granite masses, termed familiarly by settlers “lost rocks”; in geology, boulders.—E. Flagg, ‘The Far West,’ ii. 79 (N.Y.). (Italics in the original.)

3