PP, I assume you've joined the Shetland Cattle Breeders Association. If not, I'd advise you to do so. They are very helpful indeed and produce a helpful newsletter every couple of months. The Secretary is aveilable by email and there are regional reps. too.
Shetland cattle are sexually mature very early. It seems that it is not impossible for them to calve for the first time at 12 - 15 months, although this is usually by accident rather than design. Generally, while not desirable, it doesn't seem to adversely affect future performance. The conformation of teh Shetland means that the vast majority, even young heifers, will calve themselves. There was a newsletter article about this in the spring.
My two had been with their dams and the bull (their sire) until 6 months of age, so my vet gave them a hormone injection just after they arrived. This brought them into season and caused them to abort any calf they may be carrying. I suspect they were not in calf.
You said the vet PD them 2-3 weeks vebore they came down. I assume they were isolated from the bull thereafter. I'm not an expert, but the claf doesn't really grow in size until the last 1/3 of gestation, so if she could only be 2 months pregnant - ie caught between the PD and coming to you - it wouldn't show yet.
If you're worried, get your own vet to examine her. He might be able to do an ultrasound.
I did PM you but sent it to Dan by mistake. Will send it on
