It's rare to find a custom drum shop that steam bends their own shells. Even SJC, who sells some of the priciest sets around, uses Keller shells. Even DW
used Keller shells for a very long time. I actually would prefer it that way, because Keller makes some of the best shells around. Any other manufacturer steam bending their own shells would more than likely make in inferior product.
There are exceptions to this, such as the aforementioned stave drums. Stave drum shells are a pain to make, but not nearly as difficult as making a quality steam bent shell. Staves are relatively easy to assemble and you just need an industrial lathe to shape it into a perfect cylinder.
A few years ago, I ordered an unfinished Keller shell. I sanded it, stained it, put a beautiful satin finish on it, drilled it, and mounted all the hardware. It's my pride and joy, and while it may not be quite as pretty as some of the SJC snare drums I've seen, I'd put the sound against one of their drums any day. Essentially, I used the same raw materials that they do.
All of that being said, most custom drums are custom painted/finished/stained, assembled/whatever, but very few of them use custom shells.