He was answering the questions that the police were asking - and they themselves said that they told Jeremy what they were doing and how they were going to approach the situation.
You are saying Jeremy should have rushed in to help - and yet it is ok for the police to spend hours outside without going in when they had all the experience and equipment. They also spent hours trying to speak to silence apparently.
Police act rationally not emotionally. They feared there were hostages inside and that rushing in could result in the hostages being shot. They were fed lies about there being an arsenal in the house which Sheila had used in the past.
An emotional person would have gone over and went inside, especially since Sheila was not known to have any interest in guns and had not used them before. Certainly an emotional person would want to at minimum look in the windows to try to see or hear something not to be too scared to even approach a window.
He was not acting emotionally he was aloof and there is a DISCONNECT because on one hand he claimed he was too scared to go over (and even feared some master plan by Sheila to sucker him there) and yet if that were the case he should have had enough concern to immediately dial 999 not to call Julie and then waste time looking up numbers in a phonebook.
While those in the tank for Jeremy are too blinded to see this Jeremy's lawyers were not and at trial he tried to explain his behavior by saying that he initially didn't think there was any emergency, Sheila had been delusional in the past without incident but after thinking about Nevill's words it suddenly hit him that there was a major problem and he had better call police. Then after that he claimed he called Julie because he was troubled. But the evidence that he called Julie before police is strong and his whole construct falls apart under scrutiny.