They traditionally believe that the word “yoga” was not used in Vedas, at least in the context of designating a system of esoteric psycho-practices as we know it today. However, this is not quite the case.
Vedas indeed do not contain the word “yoga” as an absolute equivalent of the meaning we assign to it now, notwithstanding the presence of numerous derivatives of the root-word “yuj”. Some scholars explain this by suggesting that yoga was first practiced by the Dravidian people from where it was borrowed by the Vedic Tradition. I believe this to be a simplifying assumption. Each culture has its own system of esoteric psycho-practices. Moreover, methods and concepts of these systems that seem to be totally different at first glance are in any case adjacent in virtue of their having a single object – the human mind. Fusion of cultures is naturally followed by fusion of systems bringing a result that may be very quaint in form. Thus it whould be quite correct to speak about the “proto-yoga” of Vedas. You may find more details in my public lecture.