Nothing is impossible.
But to kill Sheila first would mean taking her into the main bedroom, where two other alive adults were.
To shoot the twins first would risk waking up three other adults. With Jeremy only having 2/3 bullets left. Meaning he would have to re load, or enter the main bedroom with just three bullets.
It is almost certain he entered the main bedroom first, fully loaded. To attempt to kill/incapacitate the two people who provided the biggest threat to his attempt. This is the common sense approach as it didn't matter how many bullets were fired into June and Neville, so he would have fired off all 10/11 shots. Knowing it was a weak rifle.
His first shots were very nearly successful in setting up a smooth completion.