Let´s leave the "should" thing out of the above context, please. "...had he not told us" will do (it is more of a "se/caso ele não tivesse nos contado)
"should he not" may have several senses in and could get things confused.
Ben, what you just have realized, in others words, is that English is easy but not effortless! he hee.
Anyway with time we get there, practice makes perfect!