I have them in my garage wall and another next on a peach tree.
The peach tree doesn't bother me too much, I don't bother them, they don't bother me.
The one in my garage wall is accessed by a hole that was drilled for an electrical conduit. Sprayed it a few times with wasp spray, didn't seem to do much. So then I sprayed it again and followed that up with some expansion foam in the crack around the pipe.
Hope you can find out how they are getting inside your shed. Hornets INSIDE a confined space are a real pain in the butt ... sometimes literally. I don't mind them in an open area, but inside a shed could be a real problem.