His Wikipedia entry states: "In 1928, experiencing hallucinations, paranoia and insomnia, brought about by the horrific scenes he had witnessed as an official war artist and by his son's death [as a soldier in the Great War], Sims committed suicide by drowning himself in the River Tweed near his home in St. Boswells, Scotland."
Up until a few years before, his work was cleanly done with imagination along with the occasional odd twist, as can be seen below in the Gallery.
As for Sims' training, says Wikipedia: "he moved to art in 1890 and enrolled at the South Kensington College of Art, before moving to Paris for two years at the Académie Julian. In the need of bursaries to support himself, he moved back to London and enrolled at the Royal Academy School in 1893. In 1895 he was expelled." Why he was expelled is not stated, but most likely he rebelled against its curriculum, an instructor, or all of that.
The images below trace his career in approximate chronological order.
Painted about the time he was expelled from the Royal Academy school (in 1915 he became a member of the Academy).
Again, from near his student days. An odd scene, but conventionally painted.
An even stranger scene about which I know nothing at present.
The faun is on the table. If you click to enlarge the image you will better see how sketchily it was painted. Note how bright this is compared to the previous paintings.
Another brightly done scene -- another fantasy.
This is a study. The hand at the upper left would appear at the lower right in a finished version.
Another study of the same subject.
The subjects are proportioned in the manner of fashion illustrations.
Intended to hang in Parliament, but found too controversial.
Towards the end of his career as his mind wandered in new directions.
Painted the year he died.