Say there was a shotgun under the bed ..for self defence purposes. If he had already gone downstairs to deal with Sheila having a mental breakdown he woudl have no need to take it down with him as he would not be anticipating any trouble.
Conversely if he rose out of bed suspicious of someone breaking in he could well have grabbed the shotgun to go deal with a potential intruder. If he was attacked in bed he could have reached for the shotgun to confront his attacker there and then.
With all the police messing about at the crime scene it may be reasonable to consider that if a shotgun had been under the bed they moved it and failed to report its true location so they could sell the false story of Nevill being attacked in he bedroom with the shotgun not coming into play as it was "elsewhere" in the house.