How early do you regard as early? Many of the old blues artistes recorded religious sides, mainly under pseudonyms eg. Booker T Washington White, who recorded under a name I don't recall (with "Miss Minnie"), eg I am in the Heavenly Way & Promise True and Grand . Lots of those old bluesmen adopted a name to record sanctified music - that's worth looking at. Do you regard the use of harmony as necessary, before you can call it Gospel? If so, I suggest tht you investigate Sister Rosetta Tharp and the Sam Price Trio, who were very popular in the forties (I've got to say that one of my enduring memories is some footage of Sister Tharp playing on a railway station platform in the 60s for a TV show. She was playing a Gibson SG custom, and because she was so BIG it was like she was playing a ukulele).