NEVE McIntosh comes from hardy stock. It is a Tuesday morning and the Paisley-born actor is indulging me with a walk down memory lane. We're talking about genealogy and family trees. Both her parents lost their fathers during the Second World War.

Her grandfather on her dad's side, James White, was captured at Dunkirk and later died of pneumonia in a prisoner-of-war camp in Poland. During that time, says the Bodies and Doctor Who star, he attempted a daring escape. "He dressed up as a woman," says Neve.

"They used to dress up and put silly shows on in the camp to entertain themselves and keep morale up." But at 6ft 4in, her strapping grandad stood out like a sore thumb. "He got caught in a coffee shop – his Polish accent wasn't that good – and was dragged back."

Around 10 years ago, when Neve was filming the war movie Spring 1941, she decided to track down his grave. "I thought: 'Well, here I am in Poland. Let me see if I can find out where he is,'" she recalls. "I used a website to look up war graves and found he was buried just outside Gdansk.

"He had been in a really nasty stalag that they had bulldozed and moved the graves. I got to see his grave and pay my respects. I'm the first – and I think still the only one – in my family who has been to do that. It was something I wanted to do for my dad."

Her mum's father, James McIntosh, also died in conflict. "He was killed in action in Italy and was buried in a beautiful graveyard in Faenza," she says.

In her late teens, Neve was backpacking around Italy and called her mother to ask where her grandpa was buried. "I was the first person in my family to go there too. My mum later took my grandmother."

We're reminiscing because family ties are a theme that looms large in her latest TV role. Neve, 47, will return to our screens in BBC Scotland drama Shetland today. She plays a Kate Kilmuir, a woman whose twin sister Lizzie was murdered when they were teenagers.

Two decades on, the man accused of killing her sister has had his conviction quashed and released from prison on appeal. Within 24 hours of his return to Shetland, the body of another young woman is discovered in uncannily similar circumstances to the original murder.

Many locals believe that Thomas Malone, played by Stephen Walters, is responsible for her death. Step forward Detective Inspector Jimmy Perez – the ever-impeccable Douglas Henshall – to sift through the swirling gossip and uncover the truth.

Not everyone has their pitchforks and torches at the ready. In the opening episode viewers will see Neve's character show surprising warmth and empathy towards Malone.

"I don't think she ever truly believed that he did it," she muses. "The way we have played it with the back story is that he was in love with Lizzie, and Kate was in love with him as teenagers. So, it has always been something that she never quite believed that he was capable of doing.

"But there is still the question that hangs over them: did he or did he not? She has gotten rid of her anger. Enough time has passed for her to feel a lot more philosophical and forgiving. She can never quite bring herself to blame him entirely."

So, who is the killer? Well, there will be a few twists and turns before we find that out but I'm curious how Neve addressed the psyche of playing a surviving twin?

"I remember reading that it is like an amputation and losing a part of yourself in a sense," she says. "I tried to always keep a little gap where Lizzie was, that there was something slightly missing that Kate could never replace.

"There is a lot of confusion over emotions. It is almost like her sister has stepped out of the past and all those memories. You have had this relationship with someone which has ended and there's a massive gap that you can't fill."

Neve, who studied at the Royal Scottish Academy of Music and Drama (now the Royal Conservatoire of Scotland) in Glasgow, clearly enjoyed her time working on the series.

She and Julia Brown – who plays her on-screen daughter Molly ("she is now my surrogate daughter in my head") – did as much sightseeing as they could fit in around filming.

"It was my first time in Shetland," she says. "What a beautiful place and lovely people. I wish I'd had longer to spend up there and really get out to explore," she says. "There were a few things that we had planned to do like whale-watching, but the weather just didn't permit us.

"There was a stormy day when Julia and I went out for a drive in the car to the north. We were getting blown around on the cliffs, you could see stacks and needles sticking out of the sea. It is so dramatic when the weather is like that."

Filming took place last summer and one of the locations used was St Ninian's Isle, the landmark sandy tombolo on the Shetland mainland's south-western coast. "We did a day of filming down at the beautiful beach there," says Neve. "It is stunning. We had the most beautiful weather."

Some of the cast and crew were caught out as sunburn became the order of the day. "We were radioactive and that was with a high factor of sunblock," she laughs. "We were sitting in the hotel bar afterwards having a beer and you could get a rosy glow off all of us."

Shetland returns to BBC One, tonight, 9pm