All that can presently (August 2021) be gleaned about E. J. Sheldon from sheet music covers and by Internet searching is that he/she was featured on just one work namely The Coon's Playmate (1902) music by George Le Brunn, words by Edgar Bateman and published by Francis, Day & Hunter, London W.C.2, England
Surfers are welcome to contribute any further information about this performer.