Learn English – Etymology of the phrase “cannot see the forest for the trees”

Etymonline offers no insight. The British National Corpus has three cites from 1989, 1991, and 1992. The Corpus of Historical American English has two cites, from 1981 and 1986. Wiktionary doesn't say anything about etymology, but marks the phrase as UK, Australian, and has a much older cite from Rose Of Spadgers by C. J. Dennis, 1924. The most extensive discussion I have found so far is over at The Phrase Finder:

There have been a few attempts to explain the origin of this odd phrase. [...] The more prosaic suggestion — that it alludes to the practise of throwing stones at crows — is much more likely.

I've found mid-20th century references from England that describe it as an Americanism and American newspaper articles that call it 'an old English phrase'. The dates of those are more or less right but not the locations — the phrase appears to have originated in Australia. Most of the early citations in print come from down under. It has a sort of Australian twang to it and is in common with several other similar phrases, all with the same meaning: starve the bardies [bardies are grubs], stiffen the crows, spare the crow.

Partridge also lists "starve the bardies or lizards or mopokes or wombats", marking them all as Australian expletives, and noting that "Wombats may also be speeded".

Wikipedia has an article on third degree interrogation. Here are its hypotheses as to its origin:

No one knows the origin of the term but there are several hypotheses. [...]

Possible origins

• The third degree of Freemasonry and the rigorous procedures to advance to that level.
• The term may have been coined by Richard H. Sylvester, the Chief of Police for Washington, DC. He divided police procedures into the arrest as the first degree, transportation to jail as the second degree, and interrogation as the third degree.
• The term may have been coined by nineteenth century New York City Police detective Thomas F. Byrnes, perhaps as a pun on his name, as in third degree burns.

As an aside, you may be interested in this popular and related question.

Phrases.org seems more definite about the origin:

In Masonic lodges there are three degrees of membership; the first is called Entered Apprentice, the second Fellowcraft, and the third is master mason. When a candidate receives the third degree in a Masonic lodge, he is subjected to some activities that involve an interrogation and it is more physically challenging than the first two degrees. It is this interrogation that was the source of the name of the US police force's interrogation technique. That is referred to in an 1900 edition of Everybody's Magazine:

"From time to time a prisoner... claims to have had the Third Degree administered to him."

Answers.com and Dictionary.com seem to agree:

third degree
"intense interrogation by police," 1900, probably a reference to Third Degree of master mason in Freemasonry (1772), the conferring of which included an interrogation ceremony.

Grill meaning to subject to severe and persistent cross-examination is a metaphor. Imagine the examinee on a grill, being intensely "cooked" through by the questioning. Etymonline says its first usage in this sense is attested in 1894.