He was filming a scene with Gary Anthony Williams, who is playing the human version of Bebop in the film. Thus, it is easy to deduce that Sheamus is playing his partner-in-crime Rocksteady.
They are low-level thugs recruited by Shredder, who then mutates them in animal-like creatures with human characteristics. Rocksteady has rhino-like features and Bebop has warthog-like features.
Sheamus confirmed his casting via a tweet, that includes his co-stars Williams and Brian Tee (‘Shredder’).
Teenage Mutant Ninja Turtles 2 will arrive in theaters June 3, 2016. David Green (Earth to Echo) is directing from a script by Josh Appelbaum and André Nemec.
— Sheamus (@WWESheamus) May 28, 2015