[1] In 1685 he was commissioned into the Royal Irish Army by the Earl of Tyrconnell, as part of an attempt to purge Protestants and replace them with Catholic supporters of the King.
In 1689 he accompanied Richard Hamilton during his march through Ulster in which the Protestant Army of the North were scattered at the Break of Dromore.
After further Jacobite defeats at the Battle of Aughrim and the Second Siege of Limerick, he took part in the Flight of the Wild Geese that followed the peace agreement.
Sheldon was in charge of shipping the Irish Army to France to continue to serve James II and his French allies.
In June 1718 along with other prominent Jacobites such as Lord Middleton and Arthur Dillon he brought news of Mary of Modena's death to her son at his court in Urbino.