The Right Reverend Roscow Shedden and his sister Miss Evelyn Shedden were the next occupants of Addington House. Fr. Shedden had been selected to replace the Reverend G.H. Brown, who had been elected by the Diocesan Synod but had died in the terrible influenza epidemic of 1918 before he could be consecrated. At the time of Shedden’s consecration as Bishop, he was the youngest Bishop in Christendom. The Sheddens took up residence in November 1919.

Although his time in Nassau was beset by squabbles about rituals and vestments, Shedden was a popular figure in The Bahamas, and he did much to encourage young Bahamians to consider a vocation to the priesthood. In 1929, the worst of a series of severe hurricanes hit Nassau, and Addington House was badly damaged. The upper storey of the east Building was completely destroyed, resulting in the total loss of the Addington Library, and the main house sustained serious damage.