Lesley Page was found dead on Monday (September 11) at Banyer Hall, on the outskirts of the village of Emneth.
A man in his 60s was questioned over her death, before being released under investigation on Wednesday afternoon.
Detectives have cordoned off parts of the grounds of the 17th century property in Lady’s Drove.
On Wednesday, officers were also flying a drone over the hall and its leafy gardens, where the body of Lesley was found on Monday morning.
Norfolk Police said a post mortem had confirmed she had died from gunshot wounds to the torso.
Former bank worker Lesley is believed to have lived in the property since buying it with her husband in 2017, when the couple moved to Norfolk from Brentwood.
Village shopkeeper Lax Vicky said police had visited the premises to ask him for CCTV footage but had not told him what had happened.
Another woman at the shop said she had heard from other customers that there had been a shooting at the hall.
Mr Vicky said: “People are quite upset, people are concerned about the village.”
Down the leafy lane which leads to the hall, which is the last house in Lady’s Drove before Emneth gives way to open fields, drivers slowed down and peered into the gravel driveway filled with police vehicles.
Officers were standing guard outside the house, which stands behind high brick walls with its name picked out on a wooden sign.
Behind the two-storey brick property, a forensic tent had been erected next to a conservatory in the grounds.
Blue and white police scenes of crime tape stretched between the tall trees which screen them from the road and nearby fields.
The house was previously featured on the BBC’s Escape to the Country programme, where it was shown to a couple of retired vicars.
While they were attracted by the fact a previous parish vicar was the Rev Wilbert Awdry, who wrote some of his Thomas the Tank Engine stories whilst living in the village in the 1950s and 60s, they chose not to buy it.
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