Hi Colliewoman
Ditto Sylvia, get teeth checked and good quality hay for winter - digesting hay makes their tummies into little furnaces and keeps them warm and he has shelter with the hedge depending on wind direction. Also check when he was last wormed and you could always have a faecal count done to tailor the worming treatment.
Shetlands do pretty well in the winter - well they come from Shetland
But you have to be careful in the spring when the sugars come through in the grass. I got caught out last spring when we got frosty mornings and sunny days - seems to increase the sugars and my wee pony got laminitis, but spotted it early and all was well after a couple of weeks. You shouldn't need to pen him in at this time of year though.
Grazing with sheep is good as the sheep will keep the grass down and also the worms from each animal does not survive the digestive system of the other so good for both species
If need be you can strip graze with electric fencing, but shetlands can be escape artists and will try and break through - well mine does
They should like all herd animals have company of their own kind, but I do know of many who live happily with other animals.
Feet will also need trimming every 6-8 weeks or so, but I have to say that mine go way longer over the winter as the hooves are not growing so quickly.
Hope that is of some help!
Pauline