He had a network of private supporters, including northern white philanthropists such as Olivia Slocum Sage of New York.

Shepard founded the private National Religious Training School and Chautauqua in the Hayti District in 1910.

Later, he renamed it the National Training School; it was supported by the philanthropy of Shepard's numerous black and white friends in both the North and the South.

[2] Shepard faced great difficulties in securing sufficient funding to keep the private school operating.

At Christmas, white Durham merchants would bring selections of products to Shepard's office so that he could avoid "the possibility of dealing with rudeness downtown.

When going to the legislature, Shepard traveled by car in order to avoid the train, which had segregated seating according to the Jim Crow rules.