Again, lots of good information here, although I'd like to keep discussion focused on pre-1910, otherwise known as before NGLA, as lots of practices changed from that point forward for a variety of factors.
I would agree that the early pros would do whatever work they could get paid for, which sometimes included supervision of construction, usually on projects with very wealthy backers, such as the Dunn article illustrates. But I'd also venture that in the significant majority of the cases back then, such was not the case. Even with Dunn, the course he laid out for Princeton at the turn of the 20th century was simply a design, not construction, and that course was eventually built with in-house resources and some revisions by James Swann, the club pro over the next year or two. So when I say that most of the early pros didn't have the "wherewithal" to supervise construction, I was talking mostly about financial backing, considering that most start-up clubs weren't about to pay for that additional work. But I'm also talking about knowledge of construction; some like Willie Dunn already had experience overseas in design and construction but most of the early immigrant Scottish pros who were asked to design courses in those days did not. They "knew the game', and in early American golf, as with most things, it was all relative.