Sheepshanks met Bertrand Russell during this time, whose progressive ideas influenced her to the extent that her father didn't want her to come home during holidays.
That same year, she visited the International Congress of Women in Budapest, as part of the British delegation along with Agnes Harben, one of the founders of the United Suffragists.
Peace must be on generous, unvindictive lines, satisfying legitimate national needs, and leaving no cause for resentment such as to lead to another war.
Sheepshanks also advocated for Britain to take in Belgian refugees and the International Women's Relief Committee was housed in the Jus offices.
Many suffragists did not agree with Sheepshanks' neutral approach and she received many verbal attacks from both them and the press for giving attention to 'enemy states'.
Between 1939 and 1940, Sheepshanks welcomed her old friend, the Czech Jewish social worker Marie Schmolka, who stayed with her in Gospel Oak.
The Second World War had made Sheepshanks pessimistic, writing to her niece: "[...] I admit that this war has made me deeply pessimistic, the incredible savagery and beastliness of the Germans and the immeasurable suffering they caused make me despair of human nature [...]"[3] Sheepshanks was opposed to blanket bombings and feared the consequences of nuclear weapons.
Because of her increasingly bad health and her carer help resigning, Sheepshanks decided to commit suicide rather than being placed in a care home.