In 1937, after Sheridan's son, Richard, died of appendicitis at Constantine in Algeria she took a large oak tree from the family home, Brede Place, in Sussex and carved it into his memorial. Carving in wood seems to have given her a fresh artistic direction. In the same year, she spent a summer at the artists' colony at Glacier National Park, established by Winold Reiss, and travelled among the Blackfeet. Sheridan had a well-received exhibition in London of the carvings she made there from tree trunks. During World War Two she and Winston Churchill put aside their political differences and she made a bust portrait of him whilst he painted her portrait. After the war she converted to Roman Catholicism, travelling to Assisi for that purpose before moving to live in a guest house run by the Franciscan convent at Hope Castle at Castleblayney in Ireland. From there, she continued to sculpt, albeit subjects and icons of religious importance before returning to live in Belmont House in Hastings, Sussex in 1956. In 1958 she sculpted a life-size figure head of a helmsman for the Hastings Fishermen's Museum. She died in 1970 at the age of 84, having outlived two of her three children. She is buried in the churchyard of St George's, Brede, Sussex beside her nephew Roger Frewen [d 1972] and her great-niece Selina Frewen [d 1972] and near the memorial she had carved to her son.
