Perhaps it didn't really occur to him, or he didn't think it would make a difference. It might be that he wasn't sure how serious it was. After all, it was described as a possible domestic incident wasn't it?
The idea that he thought ringing 999 would mean the police would access the farm faster doesn't make much sense to me. Even if he did think that, he couldn't have known if they could tell when the family died.
In fact, I'm surprised that he phoned the police at all. The point of it all was to make them think Sheila had done it. The fact that she was found with the gun on her would surely make them think that anyway.
You're clearly buying the phone call from Nevill, but you can't use the "He didn't think it was serious" tack when he told the police -more as an aside, and a way of reprimand for keeping him waiting, I feel- that his father had sounded "panicked"/"terrified". No, he couldn't have 'known'. He just had to do a lot of second guessing/eliminating risk to himself.
I'm surprised at your surprise that he called the police. It seems to me that this was a fine tuned plan, POSSIBLY with some basis on his belief that calls could be traced? He'd staged it like a play. It wasn't enough for him to tell police that Sheila had a history of mental illness, he had to add that she was gun competent and had handled/used most of the guns in the house. He backed up this story by leaving the gun in a position suggesting suicide.