I don't think that anyone from the Orkneys or Shetlands think of themselves as being Scottish.

Back in the 1970's when they had a referendum on Scottish independence, the SNP was going on about Scottish Oil, the Shetland and Orkney Islanders told the SNP in no uncertain terms that if independence or home rule was the case, then the same rules would apply to them and that they could elect to go it alone or vote to stay with Westminster, at the time their preference was the latter. That's when the SNP took a good look at where all "Scotlands" oil fields were (All major production fields are up north around the Shetlands).