I doubt Neville could have said much more than he did,with a gun pointing at him. One wrong move and all that---------------------
All Sheila would have to do is wait for a time when the entire family is around and attack at that point as opposed to waiting for a time when Jeremy is not there and hoping Nevill would be willing to call him over to be executed.
It makes no sense for Nevill to comply and no sense for June to be in bed as this is going on. Nor does it make sense to march him back to the master bedroom to kill both parents the same time. It would be easier to kill him right after he finished the phone call, to reload and then go upstairs to go after June and the boys.