You'll have to qualify "before" with a specific time period. I assume you mean "before he rejoined the Stooges in 1946" after Curly couldn't continue. Shemp does do his signature sound in some of his Columbia shorts prior to rejoining the Stooges (e.g. A HIT WITH A MISS). He doesn't do it in SOUP TO NUTS, the only film he made w/Moe and Larry before leaving the act. But that's hardly evidence he might not have used the expression on stage during his tenure with Ted Healy. It's unverifiable anyways.
Even though Shemp does emit the occasional "eeb" (that's how I've always transcribed the sound he makes, and I ain't changing it now after 30 years) pre-1946, he doesn't really bring the expression to its full fruition until he rejoined Moe and Larry.