She was fatally wounded by one of four hitmen, on the second last episode of NCIS season 5.
Lauren Holly
In the "The X-Files" episode titled "The Truth," which is the series finale of Season 9, director Sheppard is buried. This episode wraps up many storylines and features a mix of revelations and confrontations related to the overarching mythology of the series. The episode aired on May 19, 2002.
Director Sheppard's illness was never disclosed on the show. The only thing we know is that she would likely have died fairly soon of the illness, if she hadn't died fighting.
Kate Sheppard had been ill for many years prior and died on the 13 of July 1934 at her family home in Riccarton, Christchurch, aged 87.
Why do you think the director choose Guido to die at the end of the film?
Jenny Sheppard
The end of season 5 in a two part episode named "Judgment Day"
Lauren Holly
Mel Sheppard died in 1942.
Nicholas Sheppard died in 1587.
Mubin Sheppard died in 1994.
Geoffrey Sheppard died in 1940.
Johnny Sheppard died in 1969.
Moses Sheppard died in 1857.
P.A. Sheppard died in 1977.
Fleetwood Sheppard died in 1698.
Eugenia Sheppard died in 1984.