the other thread does show Bp. Sheen in two different litugies vested in two different ways. Deacon Ed posted one of him in what is clearly a phelonian.
The other photo posted one of him in Saccos.
Multi-ritual bishops are rare, but not unheard of. Roman Rite Titular Archbishop Nicholas Elko was a former Ruthenian Bishop.
Bishops with assigned parishes of other Rites may celebrate as their bishop; I don’t know exactly whether or not they vest eastern for the HDL… Examples include the Syro-Malabar and Russian parishes in the US, who have as their bishops (and archbishops) Roman bishops.