Let $M \in \mathcal{S}_{2n}(\mathbb{R}) \cap \mathrm{Sp}_{2n}(\mathbb{R})$. What about $E_{-1}$? (i.e., does $E_{-1}$ have even dimension and does there exist an orthonormal basis of $E_{-1}$ of the form $(X_{1}, \ldots, X_{p}, J_{n} X_{1}, \ldots, J_{n} X_{p})$?)