I have never seen any of the "first version" of 1,500 Shorty 40s marked anywhere on the slide with the words "Shorty 40" the way the Shorty 45s and some of the Shorty 9s (the "6906 PC Compact" version, not the "5906 PC Compact" version) were laser etched on the right front sides of their frames.
Neither were the words "Shorty 40" ever part of any of the customary model and serial numbers roll marked on the left sides of the frames above the triggers, where S&W marks its semi-autos, to my knowledge.
I've also never seen, despite information to the contrary in this thread, any Shorty 40 Mark II of any kind, and certainly none ever marked as such on the gun or on the box label or in the SCSW. If such exists, I would love to see a photo confirming it.
Yes, definitely the Shorty 40 Mk IIIs (both the blued and the stainless versions) were laser etched on the right side of the frame, and the blued "Shorty 40 2000" model produced in (you guessed it) 2000 was etched as such on the left front side of the frame.
Prices recently on the first run Shorty 40s seem to be pretty consistent with what we have discussed here, and the Mark IIIs are bringing a little more -- except for the wild instance very recently where a NIB model sold, purportedly, on GB for $2,000. (You can still look that one up, and I'm still scratching my head about what happened there. All I can come up with is that it was a bidding war that someone was determined to win.)
OP, did you ever pull the trigger on the purchase at your LGS?