The phrase more holy than righteous:
1–: describes a person who, behind a façade of religious devoutness or social respectability, in reality lacks virtue—cf. also street angel (and) house devil
2–: (with a pun on the adjective holey, meaning full of holes) is jocularly applied to holey things such as clothes.

1–: The earliest occurrence that I have found of the phrase used in the first sense is from The Poll or the Ballot, an unsigned article published in Fraser’s Magazine for Town and Country (London: James Fraser) of September 1837:

We stand up for the old constitutional system of the poll, open voting and open canvassing; and are decidedly opposed to that which now goes by the name of the ballot, and signifies close voting and secret suffrages.
[…]
[…] Under the old system, when bribery existed, it was no difficult matter to discover it, and bring the offenders to justice, if any one thought it worth while. Now this was very inconvenient to people, who, being more holy than righteous, found bribes very agreeable perquisites. Under the new system of ballot, bribery may be carried to any extent, without a chance of detection.

In a letter published in The Preston Chronicle, and Lancashire Advertiser (Preston, Lancashire, England) of Saturday 11^th December 1847, a person signing themself ‘T’ used the phrase attributively when denouncing the hypocrisy of the “Sabbath-protecting gentry” constituting the Wigan Society for the better observance of the Lord’s day—in the following, the passages in quotation marks refer to the account of the proceedings of that Society, published in the previous issue of the newspaper:

Do these more-holy-than-righteous persons think that the people will submit to their interference with steam engines for their convenience, on their only day of leisure, when they, in direct violation of that Mosaic law which they pretend to revere, make their “servants” and their “cattle” work on the Lord’s day, that they may ride in their carriages to church, or to dine with a friend? They would prevent the working man taking his glass of ale on the Lord’s day, when they, for the sake of “rendering honour to whom honour is due,” will take breakfast and “drink mulled wine” at a tavern on the Sabbath morning.

2–: The earliest occurrence that I have found of the phrase used in the second sense is from the account of a police-court case, published in The Boston Morning Post (Boston, Massachusetts) of Thursday 12^th September 1833:

Joseph B. Morse vs. John and Sophia Robinson, colored people, for an assault. The contrast between the colors of these parties was not greater than that between their professions,—the defendants being second-hand clothes merchants, in Brattle street, and the complainant a student of divinity, at South Boston. He stated that he called, in company with his cousin, at the defendants’ store, to trade away some clothes; that he sold a pair of inexpressibles to the merchant for 75 cents, and his cousin sold another pair for $3, and then left the store in co., but returned for his umbrella, when the defendant, who had found that he had been overreached, accused him of conspiring with his cousin to cheat him in the bargain, and insisted that he should pay the money back, which the complainant did, to prevent trouble; the defendant coolly pocketed the money and refused to deliver the pants aforesaid, and ordered Morse out of the shop. The latter insisted upon having his property, before going out, and a scuffle took place, in which Robinson and his wife succeeded in ousting the scion of the church from the premises, and knocking one pane out of his spectacles. For this outrage on his dignity the prosecution was brought.
[…]
The pantaloons were then handed to the Judge, who inspected them more searching and thoroughly than Mrs R., a modest looking mulatto, felt at liberty to do, when they adorned the lower extremities of the embryo pedagogue, and pronounced them to be a decent pair of “trews,” excepting that the seat, to which region the lady was unable to extend her investigations at the time of purchasing, was more “holy than righteous.”

The second-earliest occurrence that I have found is from a letter that one ‘Morton’ wrote from New York City on Monday 28^th November 1842, published in The Jonesborough Whig, and Independent Journal (Jonesborough, Tennessee) of Wednesday 14^th December 1842:

Friday last [was] distinguished as a day of national rejoicing. That being the anniversary of the Evacuation of New York by the British. […] The various military companies—cavalry and footman paraded. A thousand flags fluttered in the breeze. The more pious of the community assembled in the churches of their respective denominations to worship. Old topers, and young tipplers, drank most immoderately—women went “shopping”—lovers kissed their sweethearts—gave and received presents—old men looked twice as young as usual—and the whole tribe of rag tag and bob tail, loafering gentry, with shirtless bosoms, and breeches more holy than righteous, were to be seen promenading the various streets, avenues, and parks of the city.

The phrase was applied to a church-roof in Tit Bits, published in The Northern Star, and National Trades’ Journal (London, England) of Saturday 1^st November 1845:

The Church in Danger.—The Ecclesiastical Commissioners and the church of St. Stephen, Walbrook, have simultaneously gone to decay. Age has cruelly perforated the roof of the latter, and the sacred edifice is absolutely more “holy” than “righteous.” We understand the parishioners intend petitioning Churchwarden Gibbs to present the building with a new “tile.” It sadly needs a covering.

The Scottish author and journalist John Joy Bell (1871-1934) played on the two significations of the phrase in this passage from Chapter I of The Nickums on Holiday, published in The Sunday Post (Glasgow, Lanarkshire, Scotland) of Sunday 1^st July 1923—twin boys Tam and Sam have just met a friendly stranger on the train:

The owner of the kind mug laughed and inquired whither they were bound.
“To Dunoon—to bide wi’ oor granny for a week,” they informed him.
“That’s not very long.”
“Ye’re right,” said Sam. “But she’s got an uncle—”
“A nephew,” Tam corrected.
“A nephew frae abroad bidin’ wi’ her, and maybe he’s no’ wantin’ us. Last year we bided for a fortnicht.”
“That’s too bad. Perhaps the nephew will want you to stay longer when he sees what nice boys you are.”
“I doot it,” said Sam gloomily. “His name’s Abraham.”
“What’s wrong with Abraham for a name?”
“Aw, naething special,” said Tam, “except that it’s awfu’ holy.”
The stranger laughed again, remarking—“More holy than righteous, perhaps.”
“That’s what the lodger said aboot his socks,” said Sam, laughing also. “It’s a gey auld joke, that yin.”

illustration for The Nickums on Holiday—The Sunday Post (Glasgow, Lanarkshire, Scotland) of Sunday 1^st July 1923: