No, they've never appeared together on-screen before.
The first character mentioned in the question has appeared in the following episodes:
- Terror of the Autons
- The Mind of Evil
- The Claws of Axos
- Colony in Space
- The Daemons
- The Sea Devils
- The Time Monster
- Frontier in Space
- The Deadly Assassin
- The Keeper of Traken
- Logopolis
- Castrovalva
- Time-Flight
- The King's Demons
- The Five Doctors
- Planet of Fire
- The Caves of Androzani (as a hallucination)
- The Mark of the Rani
- The Ultimate Foe
- Survival
- The TV movie
- Utopia/The Sound of Drums/Last of the Time Lords
- The End of Time
-
Most episodes of series 8, as Missy
- The Magician's Apprentice
The second has appeared in the following:
- Genesis of the Daleks
- Destiny of the Daleks
- Logopolis (as a hallucination)1
- Resurrection of the Daleks
- Revelation of the Daleks
- Rememberance of the Daleks
- The Stolen Earth/Journey's End
- The Magicians's Apprentice
As you can see, there are only two episodes common to both characters: The Magician's Apprentice, which is the episode under consideration, and Logopolis. However, one of our two characters only appeared as a hallucination of the Doctor, and didn't share any screen time with the other.
Although I'm not excessively familiar with the Doctor Who expanded universe (by which I mean the various novel series, comics, and audio productions), a quick skim of the two characters' pages on the TARDIS Data Core (the Doctor Who wikia) indicate that they haven't met in any of them, either.
1 Hat tip to Elliott Frisch for reminding me of this in comments