So if he did them post mortem - hence why there are not marks on the pyjamas - then he was trying to indicate that Sheila was leaving some kind of delusional message? 3 burns - Holy trinity perhaps ? that's pretty deep considering the alleged other stupid mistakes he made which were his downfall. A truly complicated web he wove - tripping over it as he went.
If he did it for staging purposes then I think the most likely thing he was trying to get police to think by it was that the burns were to force Nevill to make the phone call.
You and other supporters and even the police overlook something significant.
Why would Nevill phone Jeremy even if Sheila did have the rifle?
If Sheila had already used the weapon he would have called 999 because medical help was needed. SO Jeremy didn't claim Nevill told him the gun had been used already.
If she didn't fire the gun yet and was just walking around with it why would he not try to take it away from her himself? He was the strongest and biggest one in the family. Why would he need Jeremy to disarm her? If you fear someone is going to shoot your wife, grandkids or you do you try to disarm them before they can do so or do you leave them wandering around with the gun so they could potentially shoot others and simply pray they won't do so as you waste time calling someone who will take 10 plus minutes to arrive?
If he was too scared to disarm her why would he call Jeremy to demand Jeremy come in harms way you call police.
Since he didn't get along with Sheila obviously Nevill would not phone him with the expectation Jeremy would calm her down. Jeremy had no idea police would buy his claims of the call so easily. He probably felt he needed to make it appear that Nevill made the call because he was forced and that the goal was to get Jeremy there so she could kill him too. Multiple burns were to denote Nevill resisted at firs but gave in after several burns. Police failed to read it that way but it didn't matter because they accepted Nevill would have phoned him though it makes no sense.
If it wasn't staged he most likely did it to test if he was dead I doubt he did it just for the satisfaction of mutilation.