What might earlier versions of caddisfly shelter-building behavior have looked like?
Your intuition seems fairly correct. Mouro et al 2016 show some findings relevant to your question...


Caddisflies have been around for a very long time. Much of the fossil record of their existence is of preserved shelter cases rather than the insects themselves.
Early cases seem to be made up of more variety of materials, whereas selective cases made of very specific materials are observed more recently in the fossil record and today. This suggests that they first just collected random pebbles and organic materials, and later evolved more refined construction techniques.


As far as evolution of their silk, I think it's important to recognize that these insects are closely related to Lepidoptera, the moths and butterflies. Many Lepidoptera species, like caddisflies, spin silk cocoons as part of their development cycle, so it can be inferred that the silk and many of its properties precedes any construction behavior using other materials. 



Mouro, L. D., Zatoń, M., Fernandes, A. C., &amp; Waichel, B. L. (2016). Larval cases of caddisfly (Insecta: Trichoptera) affinity in Early Permian marine environments of Gondwana. Scientific reports, 6, 19215.