Rudra was mentioned in the Vedas. In the subsequent literature like Shiva purana, Shiva/Rudra was described as Supreme God.
Are there are any verses in the Vedas which declare Lord Shiva/Rudra to be supreme?
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Rig Veda 2.33 was dedicated to Rudra.
Rig veda 2.33.9 states that Rudra is sovereign of the world.
सथिरेभिरङगैः पुरुरूप उग्रो बभ्रुः शुक्रेभिः पिपिशेहिरण्यैः | ईशानादस्य भुवनस्य भूरेर्न वा उ योषद रुद्रादसुर्यम ||
With firm limbs, multiform, the strong, the tawny adorns himself with bright gold decorations: The strength of Godhead ne’er departs from Rudra, him who is Sovran (sovereign) of this world, the mighty.
A verse of Śrī Rudram from Yajurveda speaks of Rudra as Lord of the Universe:
जगताम् पतये नमः । jagatăm pataye namaha ।