How can his initial reaction be a red herring? It is what it is, or rather, what it was... his initial reaction.
Because even if he thought the police had shot them, he clearly thought that it was Sheila who initially had the gun.
"Stages of Grief"
"1. SHOCK & DENIAL-
You will probably react to learning of the loss with numbed disbelief. You may deny the reality of the loss at some level, in order to avoid the pain. Shock provides emotional protection from being overwhelmed all at once. This may last for weeks."
I recall sitting on the floor next to the dead body of a close member of my family, drinking a cup of tea as though nothing had happened as I waited for the coroner's assistant to arrive. I remember wondering why I apparently felt nothing, no sadness, no grief, no emotion whatsoever. When the coroner's assistant arrived, I was calm and organised...or so I thought.
Then, as he was about to leave, I asked the CA, "Are you sure she's dead, only she's still breathing."
The CA looked at me with concern and asked if I would be ok to wait alone for the undertaker to arrive. I told him I was fine.
"No you're not", he said, "you're in shock." I said that was silly, I was fine.
I continued to feel fine with no feelings of grief or mourning for week or so. I remember feeling proud of myself for being so calm and strong, yet I also now I felt seriously guilty that I wasn't at all upset and was coping so well. I couldn't understand why I couldn't cry.
Shock, sends us to a strange place, one where time stands still or even reverses, as our brains struggle to protect us from the initial pain of unbearable grief. In that strange place, our brains convince us that the trauma we've witnessed hasn't really happened at all. Shock makes us feel and appear to be astonishingly rational in the most irrational of situations. Shock also turns emotions upside down. Within hours of my beloved father's sudden and very premature death, my mother and I sat eating a large meal in the kitchen. We laughed and joked as though nothing had happened. We were like that for a couple of days...until we were suddenly overwhelmed by grief.
Does that ring any bells regarding the behaviour of Jeremy Bamber following the deaths of his family? He was in shock, plain and simple, Kaldin, and that's not a rational place to be.