[citation needed] He was a talented musician also, playing in a jazz ensemble with fellow drama student, Jon Lord, later of Deep Purple and Whitesnake.
Lord said of him in a 1982 interview, "In my early days I had a band with a line up of piano, bass, drums, vibes, alto sax and clarinet so we were able to do some quite weird things.
[citation needed] Shepherd worked at the Royal Court Theatre from 1965 to 1969, making his first appearance on the London stage as an Officer of Dragoons in Serjeant Musgrave's Dance.
In Ready When You Are, Mr McGill (1976), by Jack Rosenthal, he played a television director struggling to maintain his composure during a doomed location shoot, and in Trevor Griffiths's Thames TV series Bill Brand (also 1976), a radical Labour MP.
[citation needed] Shepherd also spent the decade running a drama studio in Kentish Town, north London along with fellow actor Richard Wilson, and during that time became interested in scriptwriting.
[citation needed] In 1972, Shepherd was a founding member, along with Ian McKellen and Edward Petherbridge, of the democratically run Actors' Company, playing Vasques in 'Tis Pity She's a Whore, Inspector of Police in Ruling the Roost (Edinburgh Festival and tour) and Okano in The Three Arrows at the Arts, Cambridge in October 1972.
[citation needed] Shepherd's first written work for the stage was In Lambeth, an imaginary conversation about revolution between the poet and artist William Blake, his wife Catherine and Thomas Paine, author of The Rights of Man.
[7] He played the part of the Father in Rupert Goold's production of Six Characters in Search of an Author in 2009, the Doctor in The Master Builder at the Almeida, and Melchior, one of the Magi, in the four-part TV drama The Nativity, broadcast on BBC One in December 2010.
[citation needed] Shepherd's interest in community theatre led to adaptations of Dorian Gray and of Hardy's Under the Greenwood Tree for the Players Collective in Lewes.