To answer the question --> Who said "First in war - first in peace - and first in the hearts of his countrymen...." & in what context?
The quote is from Henry Lee's funeral oration for George Washington. It was delivered in 1799.
The questions (& answer) are found on page 169 of Lend Me Your Ears: Great Speeches in History by William Safire. The book was published by W. W. Norton & Company in 1997.