Unlikely, unless somebody records this stuff all day, for review later. It wouldn't have the AF1 callsign, but something like SAM (Special Air Mission) 28000 or SAM 29000, depending on which bird got used.
The FAA (and presumably ZNY ARTCC) were pre-briefed so you wouldn't hear any reference to making circuits of the Statue of Liberty, or downtown Manhattan. It would be something like "NY Center, SAM 28000 plus two, assuming MARSA in the TFR." Very, very innocuous unless you knew what you were looking for.
They might also have been flying under the escort's callsign, who knows.
