It's not clear what Sheila was doing whilst it was all going on. Her bed looks like she was in it at some stage, and yet the bedclothes are pulled up - they don't look like she just got out of bed and left them.
I doubt that Jeremy would make her go into the main bedroom, I think that she went in there herself - obviously after June had been shot. Jeremy was presumably elsewhere at the time - possibly downstairs with Nevill.