It's not common sense at all. Why is it and why, if she was last, didn't she manage to phone the police when the aggressor was either upstairs or downstairs ?
Having killed others first, it stands to reason that the killer, if it's their intention, will be the last to die. I think it also follows that if another shooter is planning to make the tableau look like murder/suicide, they'll leave the 'suicide' till last.
A cool, calm, and collected Sheila isn't how I see her under any circumstances, even less if she's psychotic. If she's not, why might she be concerned about doing anything when she knew, from experience, that Nevill could take care of any problem. Of course, if she knew he was already dead, I don't think she'd have known what to do. She'd never had to act as a responsible adult in her life -possibly that was part of her problem?- she'd never had to/ been allowed to grow up. She'd always had Nevill and June for support. Whether, or not, she'd have cared to admit it, I doubt she could have survived without them. Perhaps that why she may have died 'easily'?