Mike,
Until now the main Sheila-did-it scenario has involved Sheila shooting herself in the kitchen but not fatally, the police mistakenly assuming her dead, and Sheila escaping upstairs to shoot herself a second time in the main bedroom.
What you are now telling us contradicts this, but you still haven't told us what was supposed to have happened before the police accidently shot Sheila on the bed. If (Z) knows about the accidental shot, then he presumably knows what happened before that, and would surely have told you.
So, once again, I'm asking how Sheila sustained the first shot to the neck. Did she simply shoot herself on the bed? or does the first-shot-in-the-kitchen claim still apply? or does neither of these apply?
If you don't tell us the full story, how are we supposed to decide whether it holds water or not?