Was there self-censorship in private correspondence in the early 19th Century?
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Your example text is private correspondence showing several abbreviations to the initial (radical apocopes). These are so short that they all look alike. However, some had different motivations. In the 1800s as today, there are at least three reasons texts might abbreviate like this: politeness, cost savings, and the reduction of liability. These apply in varying degree to public and private texts.
First, to preserve formality, writers might seek to avoid shocking their audience with crude language. The presence or absence of slang is a major factor in establishing linguistic register. Eliding all but the first initial can leave curious readers a means of reconstructing the forbidden term, especially if the number of blanks is apparent. The example "d____" shows such an elision. Did the author see this first in published text? It's possible, but I doubt very much low-register speech was republished in high-register outlets in the 1700s.
Second, abbreviation and shorthands are attractive when the handwriting act is a bottleneck to composition. By comparison, editorial style guides and composition advice tend to avoid bespoke abbreviations, so that the published product appears clear and complete. Describing the Deputy Paymaster-General of Malliarda de Sorda as "H_____" does little to obscure his identity, so it was probably used to save time. "E_____" was also someone who needed no further introduction; writing out the name wouldn't have paid off. This style wouldn't have been copied from published works since published works have no need of it.
Third, and similarly, discretion is advised when a text might be widely read. Newspapers get sued for defamation after publishing information that might have gone unnoticed in a personal letter. Similarly, court filings may mention an Individual 1 or a John Doe when someone's identity would be counterproductive to disambiguate. Since noone here is being criticized and the letters were not meant for publication, I don't see any evidence of this case in your examples.
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