If guilty, why not call 999?
That is actually a very good point.
Have said this before, but I think that Jeremy was very confused as to what to do and afraid of doing the wrong thing. Sheila had had episodes before, she seemed to have them during night time and early hours of the morning. Jeremy couldn´t know the seriosness and what Nevill wanted him to do. He said, come over, he didn´t say, call the police. Jeremy must also have thought: why didn´t dad call the police instead of me? That probably made Jeremy think it wasn´t such a grave emergency as it turned out to be.
Who would think that, anyway? You don´t immediately think that your sister will kill anyone, do you?
Jeremy called Julie for advise. I believe he called her before calling the police. He said, everything is going well (with me, but) something is wrong at the farm.
He went for a compromise calling the local cops, afraid of Nevill´s reaction if police cars were sent to the farm with howling sirenes.
It all makes sense to me.