He worked as a railway clerk in Hull for 11 years, during which time he was self-educated, also attending classes in microscopy and preservation of specimens, natural history topics and geology.

[6] Sheppard's health declined in the 1930s, and he gave up some honorary positions; he was noted as liking cigars and as having a love of whisky, possibly an alcoholic.

[9][note 3] Sheppard published numerous books and papers; primarily histories, catalogues, and introductory geological works; as well as many Hull museum publications.

[11][12] Sheppard has been described as a humorous individual, 'portly and jovial' in later years; a workaholic; with a good sense of self publicity and unscrupulous when collecting in the interests of his museums; occasionally arrogant and opinionated.

[13][3][1] A conflict with the Morfitt family of Atwick probably led him to wrongly label bone points collected in Holderness as fakes.