Source: The Wrestling Observer Newsletter
We can now confirm that Seth Rollins' heel turn was absolutely a last-minute decision. However, a source also reports that despite indications to the contrary, it was not a change from a planned Dean Ambrose turn either.
The source claims that the hints toward a Shield split in WWE Magazine (where Ambrose referred to his "former partners") and the Payback post-match interview (where Reigns gave Ambrose a nasty look) were not actually intending to lead into a heel turn whatever the speculation.
Basically put, it's not like there were plans to turn Ambrose, but at the last minute the company decided to go with Rollins instead. The idea to turn Rollins was a last-minute decision, and had nothing to do regarding whether or not Ambrose should be the guy -- if any -- to turn on the faction.