Given that the short film has "Chapter 3" in the title, was there ever a Chapter 1 and/or Chapter 2?
No. The film's director Mike Flanagan and producer Trevor Macy explain the title in this interview:
[Interviewer:] So, the title of the short was “Oculus : Chapter 3 - The Man With the Plan” Did you name it that way just to make it more interesting, or were you channeling Lucas and had multiple stories planned?
Mike: It was actually an unfortunate attempt to channel Lucas. We had multiple stories picked out, with nine of them. This was the third, and the only movie we made. So the only thing we did was , yah know, kinda demonstrate that we were not George Lucas….and that people wouldn’t be like “What? There’s a whole universe behind this?” They were just like “Why is it called Chapter Three? Where are the other ones?” So.. I wish we had done it a little differently. But that’s where that came from. ‘Cause we were trying to be like “Hey there’s gonna be a whole bunch of these, get all excited!” but people were like “That’s a really long and nebulous title.
Trevor: That happened to me when I first saw the short. Where’s one and two?
Mike: Yeah.. “Where’s one and two?” Oh! We haven’t shot them yet. “Why wasn’t this one just number one?” I don’t know!! ‘Cause “A New Hope” is cool?? Yeah…it was just a bad idea.