Shetlands need a lot less feed in the run up to lambing than commercials do. If they live in with the commercials through lambing they will get too fat, with all its attendant problems.
I was just hearing of someone who put first time lamber Shetland ewes with a Beltex tup - they will manage for their second lambing, but asking for problems for first lambing.
There are plenty of Shetland breeders around, in most areas of the country. Small and easily handled, friendly and readily bucket trained, can be worked with a dog, gorgeous fleece, mostly.
What more do you want to know?