Yes, Dame Flora McKenzie Robson DBE [March 28, 1902-July 7, 1984] played Lady Macbeth on the stage. She was Lady Macbeth in the theater production at the Old Vic in London, England. Also during that 1933-1934, she acted in 'Henry VIII', 'Measure for Measure', and 'The Tempest'.
Robson participated in other noted Shakespearean productions. For example, she had roles in 'The Merry Wives of Windsor' at Cambridge's Festival Theatre, 1929-1930; and 'Othello' at St James Theatre, 1931-1932.