http://history-sites.com/cgi-bin/bbs62x/mocwmb/webbbs_config.pl?md=read;id=21275
Link for info from 1893 article regarding the battery.
I too, do not find him listed in the Fold3 database, nor do I find him in the NPS database.
The only close match is a John Shepard/Sheppard listed as wounded by Parson at Lexington.
I've got a John Sheppard enlisted 1862 Boone Co, Snider's Battalion Cav.
I can usually tease a bit more out, do you have a DOB or residence info?