Can Sheppard Peppers be used in Red Pepper Jelly?
They can indeed, although it’s not clear exactly which pepper you are asking about. From my research, there are Sheppard (or Shepard) as well as Shepherd peppers, and these names seem to be used differently in different references.
I found a helpful resource from New Mexico State University, Capsicum Pepper Varieties and Classification, which might be of interest to you. It lists different types of sweet and hot peppers. For example, it mentions a hot pepper called a “Super Shepard”, which is a tapered Cuban pepper.