Like lost Leonardo paintings or a 13th first edition copy of Poe's Tamerlane, anything is possible. Although the possibility of any of us accidentally lucking into either is exceedingly remote.
The first difficulty is that Dunhill's earliest pipes remain a particularly murky subject, and insofar as I know (although I'd be delighted to be corrected), no example of an actual pipe with Dunhill markings (ie a Duke Street SW stamping) made before 1910-1912 survives. Nor apparently do any examples survive of the infamous Dunhill patented "windshield pipe" (although evidently a small number were made
for Dunhill, as early as late 1905, in four different shapes including one with a silver military mount, and stamped "Dunhill" over "patent").
In theory, at least, other pipes of decidedly middling quality were made for and sold by Dunhill earlier than 1910. And John Loring's "The Dunhill Briar Pipe"--relying largely on Mary Dunhill's firsthand account of her father's various early business ventures--does a good job of summing up this period and what is known.
As for your pipe, you're definitely not the only person to speculate about early silver fittings with an AD silversmith's mark (but
not in a diamond and
not assayed in London). Although again--and perhaps someone here actually knows--my best blind guess is that anything else is very unlikely to have ever been used by Alfred Dunhill.
As to this, I have vague recollection of a calabash on eBay a couple of years ago that sold for a modest price. And there is a cased one currently for sale the past year or so (with the sobering buy-it-now ask of $4800) that has a "A.D" in a hexagon and a Birmingham hallmark with letter date for 1905. See scan below. Accordingly, it would be instructive to see a close up of the hallmark on your pipe.
As for your pipe's stem. There are certainly a couple of people here who have a very expert eye for Dunhill's stemwork (at least from the period post-1920 when Dunhill actually began making their own pipes). But again, close up photos of your pipe stem's tenon and button would be a big help. Whether or not anyone has ever actually seen a pre-spot stem, I don't know.
Obviously, whatever the facts or history of your pipe might be, if you're feeling flush, the Ebay calabash would be its perfect companion.