Probably coined on various occasions by different persons, independently from one another, the noun mockumentary denotes a film, television programme, etc., which adopts the form of a serious documentary in order to satirise its subject.

This noun is a blend of:
– the adjective mock, which, preceding a noun, designates a person who, or a thing which, parodies, imitates or deceptively resembles that which the noun properly denotes;
– and the noun documentary, denoting a factual film, television programme, etc., about an event, person, etc, presenting the facts with little or no fiction.

The noun mockumentary occurs, for example, in The Independent (London, England) of Monday 13^th September 2021:

SOLD A LEMON

The new show from Britain’s least funny person is too much for Ed Cumming. From Mandy and Myrtle to Keith Lemon, Leigh Francis is the laugh excluder who cannot be stopped
It gives me no pleasure to say that Leigh Francis is at it again. Britain’s most reliable laugh-excluder has yet another new berth, in the new mockumentary The Holden Girls: Mandy and Myrtle (E4). The man simply cannot be stopped. As other comedians fall by the wayside, Francis ploughs on, an indefatigable warrior against wit and taste.

The earliest occurrences of the noun mockumentary that I have found are as follows, in chronological order:

1-: From a text in which the Canadian television producer and director Ross McLean (1925-1987) recounted his experience as the producer of Stopwatch and Listen, a comedy television series which was broadcast on the CBC (Canadian Broadcasting Corporation) in 1952—text published in The Journal (Ottawa, Ontario, Canada) of Thursday 5^th July 1956:

What was it like? Well, it was satire, sort of. It was done in a mock documentary form. I thought perhaps I had invented something. A mockumentary, I went around saying, hoping the word would catch on.

2-: From The Journal-News (Nyack, New York, USA) of Thursday 1^st April 1965:

‘Carby’ In Rehearsal For 2^nd Fair Season

Chrysler Corporation has a new musical comedy featuring the Bill Baird marionettes in its World’s Fair theater to provide fresh entertainment for both new and repeat Fair visitors.
[…]
Burt Shevelove and Larry Gelbart, co-authors of the Broadway hit, “A Funny Thing Happened on the Way to the Forum,” have collaborated with puppeteers Bil [sic] and Cora Baird this year on a 20-minute musical show with a cast of 65 puppets, all resembling animated auto parts and accessories.
In Shevelove’s words, “The show aims to be the most light-hearted show at the Fair. It’s a puppet’s-eye view of the world. We call it a ‘mockumentary’, because the puppets satirize human foibles. We have used clips relating to ‘The Auto Age’ from old newsreels which depict the auto in war and peace, at work and at play, and show the effects of travel on the open road. We’re having fun with the auto industry.”

3-: From a letter, dated Tuesday 31^st August 1965, that the Canadian classical pianist Glenn Gould (1932-1982) wrote to Shirley Fleming—letter published in Glenn Gould: Selected Letters (Toronto: Oxford University Press, 1992):

Herewith L’Esprit De Jeunesse ¹ which has been an extraordinary nuisance.
Last week sitting in a chalet in the Laurentians, I had what seemed at the time the brilliant idea of doing the whole piece in a more or less consistent metre. The CBC had just asked me to write for them a mockumentary for radio—a sort of Arctic ‘Under Milkwood’ ²—and I was so taken with this idea that I decided to get in some poetic practice.

¹ L’Esprit de jeunesse, et de corps, et d’art is the title of an article about the National Youth Orchestra of Canada, published in High Fidelity in December 1965.
² Under Milk Wood is the title of a 1954 radio drama by the Welsh poet Dylan Thomas (1914-1953), commissioned by the BBC (British Broadcasting Corporation). Gould was referring to his documentary The Idea of North.

4-: From the television review, by John Pinkney, published in The Age (Melbourne, Victoria, Australia) of Friday 28^th January 1972:

Drollest ingredient in delightful Milligan mockumentary, A Made Up Look at Australia (ABV-2) was its closing credit sequence.
“While in Sydney,” announced the slide, “Spike Milligan travels by NSW railways . . . and stays with his mother.”