I'm pretty sure Shane has always used a beretta cougar and I think the Russian in Shooter used an HK.I'm almost sure Shane had one on the Shield two weeks ago when he tried to get himself killed, trading himself for a child hostage. It may have been three weeks ago. He threw it to the ground before entering the room with the bad guy.
He normally used a Beretta 92FS. This was the first time the P99 was shown in this series to my knowledge.