I think if they knew Alex was coming back, Natalie would definitely have voted for Alex (who was close to her and Matt) and maybe even Adam as well. At the very least it would've been a tie.
I have no idea what kind of "game" Sheila is playing. From a distance it looks pretty smart (stir up trouble between two warring factions -- James and Josh's crew and Matt and Ryan's crew -- and keep the crossfire going while always throwing bodies in the middle of it. That's what Will did with Janelle and Daniele in All Stars). However, up close, it's very clear that Sheila is just bugfug CRAZY and her power moves are nothing more than bat-poop impulses that sideline as smart tactics.