I can't wait. We haven't heard anything about them in awhile, though. I just hope none are lost like some of the Columbia shorts turned out to be.
No, none are completely lost. I don't know what exists as far as 35mm material, or nitrate, negatives, etc. but all of them do exist in 16mm prints.
There are only seven of Shemp's Vitaphone shorts that I haven't had video copies of for years, but I do know where 16mm prints are of those seven. So unless any last-remaining prints have relatively recently been lost, stolen or deteriorated, there should be material on all of the Shemp Vitaphones when it comes time to put together a DVD set (assuming and hoping it really will eventually happen).
I just hope that if a DVD set does come out, the compilers won't avoid including 16mm prints when necessary, afraid of complaints of inferior quality, if that's all there may be on some of the shorts. Less-than-perfect looking Vitaphone shorts (PUBLIC JITTERBUG NO. 1, starring Hal LeRoy, for example) have been released on DVD and shown on TCM before and the real fans will be okay with it and be grateful that the material is finally coming out.