I believe they did, yes. It was a few years ago, so memory vague. But all they are doing is making sure you're you, and the info you gave them before matches the info you give them now. Check stubs, bank info, etc.. is to verify you meet the income requirements for SSI if you don't have the credits for SSDI. There is TONS of paperwork at each level of appeal you will have to fill out and it will seem like you are starting all over again. Frustrating? A big yes. But if you stick it out, even if you have to go all the way to the court level appeal, you will most likely win. My chances were slim to none cause of lack of proof. But i waited out a few years, got an excellent lawyer i now call the miracle worker and i won. I know what you're going thru and it aint easy. You'll make it thru this, trust me.
If ya need any more info or whatever, just ask, or shoot me a PM.
Hang in there