Is it possible Nevill didn't know the children had already been shot? That he is instead, engaged in attempting to prevent Sheila from committing suicide? Nobody can truly know the fate of the twins unless they enter the room. Of course, their fate could be guessed upon, if the shots were heard from the adjacent room. The thing is, neither parent would have any idea whatsoever that Sheila was capable of sending her own children to heaven, so to speak. I realize I've not fully answered your questions.
Well you did propose that Nevill was trying to stop Sheila killing herself after killing her children. But if you want to change it, then Nevill trying to stop her committing suicide also raises a problem. It's not plausible due to the specification of the weapon. Just think about how she would have to go about killing herself using that rifle. It would be a very deliberative process, giving Nevill ample chance to intervene and stop her.
In my view, and after due consideration of the available facts and evidence, the only plausible and internally consistent Sheila scenario - in outline - is the following:
1. Sheila is schizophrenic. Schizophrenics wander around at night. Sheila can't sleep and wanders round the house. She is upset and fearful (or angstful) as she considers the kitchen conversation earlier.
2. Nevill finds Sheila in the kitchen. Sheila has the weapon. It is loaded.
3. Nevill is trying to reason with Sheila, and rings Jeremy as a way of stalling her or persuading her to stop. "If you don't stop, I'll ring Jeremy....Right, I'm calling Jeremy now...", etc. That type of thing.
4. As Jeremy answers the phone, Sheila runs out of the kitchen and makes for the stairs.
5. Nevill terminates the call and goes after her.
6. Sheila fires on Nevill from the stairs, injuring him badly. This is consistent with the blood evidence and the distribution of the spent cartridges on the landing. She is advancing on him. He turns and conspicuously makes for the kitchen, in an attempt to draw her away from the rest of the family upstairs.
7. Nevill and Sheila are now struggling in the kitchen, or Sheila just hits Nevill with the butt of the rifle, or whatever. (Note: it is possible that the phone call to Jeremy happened at this point, just before Sheila reaches the kitchen, rather than earlier, but that would require that a police officer wipes the kitchen phone).
8. Nevill is unconscious. I suspect he didn't die for some time and may have been alive and in and out of consciousness when Sheila killed herself later. This is due to the accumulation of blood.
9. Sheila returns upstairs without reloading and shoots June. She may have heard June shouting on the landing, etc. Lookout's theory that June was first shot on the stairs may well be correct, as there needs to be a reason for a confrontation between Sheila and June, otherwise why wouldn't Sheila just go straight to the twins, then kill herself?
10. Sheila shoots June, initially only injuring her. Sheila realises she out of ammunition. She returns downstairs. June is now crawling round the master bedroom towards the link door to the twins' room.
11. Sheila reloads the rifle and returns upstairs. This time she shoots the twins, then shoots June, or maybe the order was June first, then the twins. There may be at least one further fusillade if she has to re-load, depending on whether she could re-load the magazine fully.
12. Sheila then washes or cleans herself, and wipes the rifle action, then deliberately shoots herself. She has a flash of clarity, and is ashamed of what she has done, therefore she doesn't commit this act in the twins' room but assumes she faces a long prison sentence and public opprobrium, etc., and thinks suicide is now her only way out. She cries. She knows her body will be found - obviously - and looking clean is important to her.
13. I have no idea if the movement at the window was Sheila. The starting point with that would be astronomical charts to ascertain if moon light is a plausible explanation. It doesn't necessarily matter to this scenario if Sheila was alive at a later point or not, was seen in the kitchen by the Raid Group, or even cut into an emergency phone line. The ending is the same in either event.
I posted more detailed Sheila scenarios in the past, but that will do as an outline. Obviously there will be questions and issues with it. I don't say this is perfect. I also don't presume to say I know what happened, but I do say that this is roughly (allowing for variations) the only plausible way it could have happened if Jeremy is innocent.