It is very likely Sheila did not wake until it was her turn to be shot. Which would have been last. For a lot of obvious reasons already posted.
Bamber's options with Sheila would be -
Wake & lead Sheila while holding the rifle. Threatening to shoot her if she did not comply.
Leave the rifle in the main bedroom. Wake & use persuasion to lead Sheila into the main bedroom. Use physical force if she starts to resist.
Leave the rifle in the main bedroom. Do not wake Sheila. Lift & carry her. Bamber was strong enough to lift & carry her 20 yards. Unlikely she would wake & react sufficiently before being laid down.
Shoot Sheila once in bed. Lift and carry her to the main bedroom. Change & dispose bed sheets
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Obviously the rifle could be left in the main bedroom as everyone else was dead. Doing this gives Bamber the element of surprise.
My view is option 2 most likely. Followed by options 1, 3 & 4.
Lots of options which match the evidence of Sheila putting up no resistance.