The theory of everything is both an actual theory and the title of a movie about Stephen Hawking’s life. The title the theory of everything actually defines what it is. It is the all-inclusive about how the universe is connected to other parts of the universe as well as what is all included in it.
Since cosmology is the study of space, the theory of everything seems to define the meaning of cosmology. Stephen Hawking wrote about the theory of everything when he was alive. It explains the connections and relationships between different parts of the universe to other parts of the universe. Other cosmologists are known for studying and writing about the theory of everything as well like Einstein.
This is highly debatable. Just because a theorist got it wrong, it surely shouldn't debar him from consideration as someone who seriously studied and tried to make sense of the cosmos. In Babylonian times the world was perceived as flat with a cosmos surrounding it. Aristotle believed an Earth-centered universe where Earth is stationary and the cosmos is finite in extent, but infinite in time.
This is pretty major in a cosmological conception and in the 4th century BC. Roll on a few centuries and there's Ptolemy, who proposed an Earth-centered universe, with the Sun, moon, and visible planets revolving around the Earth. I could go on, but as for the first cosmologist, I think these are worth serious consideration.