JB hadn't known what was going on at the time. Not being " a man of the world " he wanted reassurance because JM had been aware that a phone-call from Nevill had occurred before. I'm sure JB would have mentioned it to JM during their courtship which is why she showed no surprise.
What's not to know? Sister has a gun and gone crazy - seems pretty straight forward to me. He told West that his dad sounded 'terrified' and 'wasn't messing about'.
I don't think you can rewrite history Lookout - Jeremy wasn't a man of the world? By 25, he had travelled half way around the world on his own twice, lived in another country on his own and fended (for the most part) on his own and he had lived with an older women and her children. He was an adult, a man - not a boy. Plus, there is nothing to say that he had received such a call previously, I don't know where you are getting that from, unless you can point it out?