Board Thread:Questions and Answers/@comment-7737174-20130402211149/@comment-24053170-20151230020527

Two of the names he is mentioned by that describe him that way are in the silmarillion, The All-High and the All-Powerful.

the interview happened back in the 1950s so it will take me quite a while to find the whole thing, so far I only found excerpts describing the interview as to what tolkien said about Eru and his purpose.