Not a dumb question at all.
The only one I am aware of was S05 and M05, a Czech run station under the callsign OLX (an actual issued callsign for the station, and they sent it in transmissions). They did QSL. Several other semi-numbers/spy stations have QSLed over the years. One of the problems, of course, is that unless they send a callsign how do you know who to send the reception report / QSL request to?
T!