Here's part of a message that was posted to the SOL list back in 1994:
Rob Reilly writes:
> 
> REGARDING                Shooting Brakes and Hypoid Gears
> Looked in three dictionaries before I found it.
> 
> Shooting of course refers to going out with your guns and dogs and blasting
> away at grouse or pheasants.
> 
> Brake - (besides the obvious definitions)
>  def. 4 - also break, Brit., a large high-set four wheeled vehicle with
> crosswise seats, a seat in front for the driver, and another behind for
> footmen, now little used.  (no picture, not clear whether this meant two or
> four seats)
>  def. 5 - Obs., an old instrument of torture  (Hmmm, has possibilities)
>  def. 8 - a place overgrown with bushes, brambles, shrubs, or cane, a thicket. 
> (sounds like where you might find those grouse, or how the vehicle in def. 4
> got its name)
> 
> Take your pick, I guess.
> Seems to be going out of use, like our "depot hack" was replaced by "station
> wagon", which will probably be replaced by "mini-van".
And according to Ray Whitley on the Jensen list in 1999:
# I agree. I also think the etymology of "sports" in "sports car" is similar
# to that of "sports jacket" or "sports clothes".  In other words, the first
# sports cars were considered vehicles in which one attended or participated
# in sports- whether motor sports, or just a quick jaunt to the tennis club. A
# similar heritage is reflected in the expression "shooting brake" for a
# van-like body -- often of timber -- used as a tender when hunting.
Finally, about a year ago www.thecarconnection.com reported a rumor 
that in 2000 Jaguar was going to market a "shooting brake" based on
the new SS platform.
-- T.J. Higgins tjhiggin(at)ingr.com Huntsville, AL
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