Jeremy told the police Neville may have said 'She' rather than 'Sheila' on the phone. This was after the police started speaking about Sheila being shot twice.
The theory that a female burglar or random psychopath had got into WHF, massacred everyone, framed Sheila and exited through the kitchen window, has been shot down before.
However there is no doubt everyone was caught by surprise -
Neville:
In his PJ's and bare footed. Obviously no time to dress or put slippers on. And no time to arm himself. He only had time to phone Jeremy. Before his 8 shots and brutal beating.
Everything suggests he got had just got out of bed.
June:
Fast asleep and shot in bed. She wasn't even given the chance to be caught by surprise.
Sheila:
In her nightie and barefooted so almost certainly had just got out of bed. Only time to go to her parents bedroom and retreat to the far corner.
Nicolas/Daniel:
Shot in bed while asleep.
Jeremy didn't commit the massacre. He has always said he was in bed when Neville called him. But Sheila has been ruled out as well.
There is no doubt everyone was caught by surprise, or killed before being given the chance to be caught by surprise. Perhaps the massacre was carried out by a female burglar or psychopath.