As I said before there was no need for him to have mentioned either the gun or the telephone call. By the way I don't think it was he would told the story of being watched by Sheila as he loaded the gun? I thought he said that he did not show her how to do it?
1) He said he loaded the magazine in front of her. He specifically stated the rifle was not in th ekitchen with him and that he took the magazine to the weapon and inserted it elsewhere. His assertion was that her watching him meant she could load a gun but he was wrong. Just seeing her load the mgazine would neither explain where to insert the magazine nor more importantly how to chamber a round or let her be aware a round needed to be chambered.
2)The telephone call and all the lies about getting the gun out and leaving it out were all part of his scheme to frame Sheila.
If he didn't make up the phone call then he would not have had an excuse to call police and would have had to go to sleep and then when the bodies were found the next day he would have to pretend he knows nothing, say he was asleep in bed and hope they believe it. He thought the phone clal was better because he could use that lie to pretend he had proof he was home. That is why he made such a big deal about making sure police saw him arrive at the scene after them.
The call also was used to claim that Nevill said she had a gun on them and had gone crazy to furthe rhis frame job.
Had the bodies been foudn the next day apart from the gun sitting on her, which the killer could simply drop it on her, there woudl be nothing to establish she did it. No forensic evidence that she beat or shot anyone or even loaded a gun.
The claim that Nevill said she had a gun on them was integral to his frame job of her.
His story of the gun, loaded magazine and extra bullets being left out was to firther the narrative of her holding them at gunpoint.
How would the following look:
They are all found dead, gun is found on Sheila. Gun normally is stored with scope and suppressor. Why would Sheila go to the closet and get a gun at all let alone remove both? Going to a closet, going to a separate area to get bullets, removing the accessories to make it easier to aim the gun at very close range and using the gun to kill everyone suggests planning not spontaneous crazy actions.
His tale was to make it seem the gun was a target of opportunity and that Sheila used it to kill everyone despite the complete lack of forensic evidence she did so.
The fake phone call and tale about leaving the gun out was integral to his framing job.
But for these things they even more readily would have figured out that Sheila didin't do it and the killer simply tossed the gun on her. Jeremy would have been suspected and Julie might still have blabbed. The strongest evidence that Jeremy was the killer though as opposed to someone else framing Sheila was Jeremy's own active frame job. He did such because just leaving the gun on her wasn't enough.