Well the Shetland sheep Society's website is quite clear on it all. Of course Shetland sheep - bred and raised on Mainland Britain - have a pedigree, established on the mainland. Some of mine still have "Island tup" or "Island ewe" in there, indicating that these have been brought down from Shetland originally.
There is mixing going on, and people do go up and bring tups down from the Islands, especially at the large tup sales in late Oct/early Nov I think. I can't quite work out how to make that financially viable...