No. There wasn't any direct reference to Eurus Holmes in the first 2 seasons, only RedBeard is mentioned. However, her entrance had been planned for a long time. This is evident from the interview Steven Moffat gave to RadioTimes.
"It started as a joke years ago there was going to be a line in the first season where we were sketching in the Holmes family. But we thought we won't do too much, and thank God we didn't, because it has given us this place to go."
In another interview with Metro, Moffat revealed the joke that never made it to broadcast.
"We made and, thank God, cut a reference in  episode The Great Game... where Mycroft is explaining he is smarter than Sherlock, and then Mycroft goes onto say, ‘My sister of course...’ and then gets cut off. It was just a joke, just a passing thing. Thank God we cut that, because we could keep the secret a bit longer. The madness, that we thought would never sustain, of hinting that Sherlock’s got a brother and then pulling, frankly, in the circumstances, the only twist you can – which is it’s actually Sherlock’s sister."
Appearances of Eurus Holmes
- "His Last Vow" (referenced)