 Sheppard moved to Perth, Australia in 1993, and has formed/played in two local bands, Heavy Smoker and the New Egyptian Kings with Shakir Pichler.Sheppard owns the Elroy clothing store on Beaufort Street in Mount Lawley.In July 2002, it was suggested that he would be guest guitarist on a Japanese tour with Koozie Johns' new band, Sinnerstar, but the tour was cancelled.