Exactly! I also agree with you that it may have nudged that memory of her sending a message in their hotel room. He knew the message she received wasn't from "her employer," as she claimed . . . or, at least, not the employer he assumed she was talking about. So he might have wondered what message she sent at that point, and decided to check it out. He may have assumed she was just sending a reply to Gettler, but then found the message she'd left for him with Mr. White's phone number.
I like that explanation. The shell could be her way of saying, "I loved you, too." Why else would she keep a memento of that day?
I like films that don't tell us everything, don't connect all the dots in an obvious way. One of the great things about "Casino Royale," IMO, is that we're all still discussing these things. There were no easy answers, and that's a big part of what I love so much about "Casino Royale."