It would appear they both went to bed evidenced by indentations in pillows but we don't know whether or not either slept.
It appears they did get out of bed and went downstairs but the crucial aspect is when? Yes they were found barefooted and in pyjamas and nightdress.
Yes to the first part but it's also possible NB went downstairs for whatever reason(s) and woke SC who might have thought of an intruder so went to wake NB only to find him out of his bed so assumed it was him and went downstairs. Anything is possible! We do not know who was sleeping only that NB's pillow contained an indentation and June was shot initially with her head on the pillow evidenced by the tracks of her wounds and bullets in the pillow.
Unlikely NB would have stayed in bed if he thought one or both of the 6 year old twins were downstairs alone. If he thought it was an intruder all firearms were downstairs and unlikely he would keep outside shoes at the ready upstairs or even upstairs. Slippers wouldn't really assist defending against intruders.
According to JB NB didn't say SC had gone crazy with it - he said "Sheilas gone crazy shes got the gun". This could mean anything any of us wish to turn our imagination to!
Why would Nevill need outside shoes to go downstairs ? His normal shoes will be in his bedroom, together with slippers. So surprised he went downstairs bare footed & in pyjamas. Whether he thought it was Sheila, the twins or an intruder.
Nevill arming himself upstairs would be getting something he can use as a defensive/attacking weapon. A stool, bedside light, even a heavy shoe or boot. I have a bin in my bedroom & would take the hard top with me.
Whether Nevill woke Sheila or vice versa, both being bare footed & in pyjamas/nightdress helped the prosecution. They can say Jeremy prompted both to get out of bed a few seconds before killing them. Although with Nevill it was unexpected.
We can only imagine what Nevill's definition of 'crazy' was. He did not elaborate & just put the phone down.