I've always assumed they where the first to go as they where asleep. Is this most probably the case do you think?
I am thoroughly convinced June died first and then Nevill. I suspect the boys were killed next and finally Sheila but I am recognize it could have been Sheila killed third and then the boys.
The gun held a maximum of 11 rounds (10 in the magazine and 1 in the chamber) so either had 10 or 11 rounds at the outset. The twins were shot 8 times. Had they been killed first there only would have been 2-3 bullets left in the gun to use on June and Nevill. But 11 shots were fired in the master bedroom at June and Nevill (7 at June and 4 at Nevill) before the gun was empty and then things progressed to the kitchen. This is a clear sign that the initial shooting was in the master bedroom.
In the kitchen the gun was empty initially when both Nevill and his killer entered the kitchen. Nevill tried to take it away and as they struggled for control the moderator scratched the mantle, broke the ceiling lampshade and various things were knocked over. Eventually the killer gained full control over the weapon and bashed Nevill with the butt of the weapon. Nevill tried to block the blows with his right arm and that is how his arm was gouged and bruised. His watch was torn off as well during the course of this. Eventually the killer managed to bash his head in with the stock and in the process part of the stock broke off. Nevill was rendered unconscious. This permitted the killer some time to reload the gun. To make sure he didn't wake up and put up another fight the killer only partially loaded it and fired 4 rounds into his head killing him. The killer then fully loaded the magazine with 10 rounds and went up upstairs using 8 on the boys and the remaining 2 on Sheila.
There is no way to know for sure whether Sheila was killed first or the boys. If Sheila was already up then it would make sense to kill her first. But if she was still in bed it would make sense to kill the boys first and then to kill her. He needed to stage her body and as he tried to do so she might scream enough to wake up the boys and then he would have to worry about chasing 2 boys before they could escape. If they run in different directions that is a problem so it makes sense to kill them first as they sleep and then to deal with Sheila last unless she was already out of her room which would force him to deal with her right away.
If they had more than 1 magazine reloading would not have been as big an issue but when you have only one magazine you are forced to load bullets into that magazine which takes more time than changing a spare magazine that was already preloaded plus you need to go to the bullet supply to do that. Knowing this your choice of first targets would be the most dangerous targets. Nevill and June were the most dangerous so they were chosen as the first victims. Not only are they the most dangerous because they were the strongest and were in the same room togtheter, his plan of pretending Nevill called meant he could not kill Nevill in his sleep If Nevill was killed in bed he could not have called. So he needed to shoot June in bed and give Nevill a chance to get up before shooting him. He would want the gun with the maximum load during the course of trying such a thing not kill the kids and risk the parents waking up from the noise of killing the kids and then have to deal with Nevill and June (an Sheila) with only 2-3 rounds left in the gun. Since even with the 11 rounds fired in the bedroom Nevill was still was able to reach the kitchen and put up such a fight it is safe to say the killer would have been really screwed with only 2-3 rounds (instead of 11) to deal with June and Nevill.
These kinds of considerations are ones that are usually not considered except by people who are skilled in gun use and actually think about the reloading issue. I'm still amazed they only had 1 magazine. I have 8 magazines for my rifle. I had to alter them from holding 20 rounds to 15 because of a stupid state law but that still means 120 rounds. The smallest number of magazines I have for any of my pistols is 3. One magazine limits your options somewhat. If it ended up misfeeding (some magazines have problems) he would have been up the proverbial creek.
Going back to the twins I don't know why one was shot 5 times and the other only 3. Maybe he intentionally was saving 2 for Sheila in case he needed more than 1 or maybe they died last and the gun was empty so that was why 1 only got 3. We have no way to know unless Jeremy decided to talk but have no expectation he ever will admit anything. He invested too much in his denials all these years, I can't imagine him confessing even on his death bed.