A variation on Cambridgecutie's scenario could be that Jeremy shot Sheila while she was bound up, then only realised she was still alive after taking her gag off. The blood on Sheila's mouth would be due to the second shot in the main bedroom.
I think another thing that is good about Cambridgecutie's scenario is that she has Jeremy take care of Sheila first. This is the ideal approach if Jeremy is planning things out properly. I suggested previously that one way he could have done this is by shooting Sheila in bed, then cleaning up in that room later. This would entail some risk, but it would avoid the need to subdue Sheila. It could also be that the second shot is in the main bedroom after he realises that the first shot did not kill her. But I don't believe Jeremy actually went about it this way, if he is the killer. I doubt his planning would have been that thorough.