Is the current patience with tribulation considered beneficial and rewarded, despite the lack of patience when the calamity first struck?

The meaning of "patience is only at the first shock" is complete patience, which leads to reward. It occurs when a calamity strikes unexpectedly, not after it. If you missed the reward of patience at the first shock due to depression beyond your control, do not despair. As long as you accustom yourself to patience and seeking reward from Allah, and you frequently say "ʾinnā li-llāhi wa-ʾinnā ʾilayhi rājiʿūn" (to Allah we belong and to Him we shall return), and you strive in good deeds, then Allah will not let your reward be lost. And the more you endure pain with patience, the more reward Allah will grant you.