Probably Yes, a Now-not-undead Creature Retains Memories of Its Time as an Undead
What almost covers this situation is in Complete Divine in the chapter The Divine World in the section What Happens after You Die under the heading The Moment of Death:
The dead character doesn’t perceive anything at all, doesn’t think, and has no notion or memory of events beyond the moment of death. The soul is beyond magic’s power to detect or affect. It’s not incorporeal, it’s not a ghost, and it is not a creature of any kind with
measurable statistics. (125)
Under the heading Making the Passage there's also this :
Some undead such as vampires and wights create spawn out of a character they kill, trapping the soul of the deceased in a body animated by negative energy and controlled by a malign intelligence. Sometimes the undead creature can access the memories of the deceased (vampires, spectres, ghouls, and ghasts can), and sometimes they can’t (as with shadows, wights, and wraiths). (126)
Emphasis mine. Officially, then, the malign undead intelligence operates the creature's body while the creature's an undead, and the negative energy traps the soul. The soul's presence should allow for perception, thinking, and memory, despite being unable to actually do anything, but this is pretty much the extent of Complete Divine's information on becoming an undead, leaving it open to other interpretations.