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 McIntosh.

"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."

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Around 10 years ago, when McIntosh 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, the actor 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."

It is not just heroic men whose stories resonate as we chat about her working-class Scottish roots. "Both my grandmothers were bringing up kids on their own while the men were away fighting, not knowing if the guy with the telegram was going to come that day," says McIntosh.

"There is a brilliant story my mum told me about my great grandmother when some of my family used to live in the Gorgie area of Edinburgh. An anti-war chap was going around the doors spouting his political viewpoint. They had just heard that my grandfather had been killed.

"My great grandmother went after this man and began chasing him down the street with a broom – all the way down Gorgie Road. She wouldn't stop until she was out of breath."

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

READ MORE: Shetland star Steven Robertson on his rural childhood and island homeland

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 McIntosh'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 McIntosh 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."

McIntosh clearly relished her time in Shetland 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."

READ MORE: Shetland star Steven Robertson on his rural childhood and island homeland

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 McIntosh. "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."

McIntosh and Henshall did BBC drama Psychos together back in 1999. Was it nice to be reunited on Shetland? "It was absolutely brilliant," she enthuses. "It was great to work with him again." Did the years just melt away? "Yes – and we're still having the same little gags and silliness with each other.

"We do bump into each other every now and again which is lovely. I bumped into him recently because he is working at the National [in London starring as Max Schumacher in Network] and was waiting for his cab to go home as I was finishing work."

Which in this case is her role in the new series of Sky drama Stan Lee's Lucky Man with James Nesbitt. "I've got another month left of filming on that," she says. "I'm enjoying it. Although I can't tell you anything about it other than that I'm in it."

She is relaxed when asked about what comes after that. "After Lucky Man I have no idea what I'm going to be doing next," says McIntosh, cheerily. "Last year I went from job to job."

It sounds like she is looking forward to putting her feet up. Well, for a few days at least. Next on the agenda: re-decorating her north London home.

"It needs some building work done," she says. "I'm itching to get to the end stage where you get to paint it all and make it pretty. I don't want the mucky part in the middle. It would be nice to have a bit of time to be cracking on with that."

As for the whole resting actor thing? "It is swings and roundabouts. If I have got money in the bank, then it's alright; if I don't then I start to get fretful. It will be nice to have a bit of time to see the family properly, visit friends – and get some work done on my house."

The youngest of two children, Neve McIntosh (a stage name; she's still Carol to her friends and family) spent her early childhood in Paisley before moving to Edinburgh.

Her late father John, or Ian as he was better known, did a variety of work. "His last job was as a night watchman," she says. Her mother Margaret, a retired civil servant, lives in Fife. London-based McIntosh admits to regularly pining for Scotland.

READ MORE: Shetland star Steven Robertson on his rural childhood and island homeland

"I still have my house down here, so it is whether I sell that and move or try keep a hold of it and split myself between two cities. I have always seen myself as moving back home. I miss it."

Would that be to Edinburgh? "I would move somewhere in the countryside, but handy for both Glasgow and Edinburgh. I have so many friends spread between the two.

"I would maybe go a little further north and closer to the mountains. I do like getting out for a bit of fresh air. So, we'll see. It depends what I can afford, bottom line."

While she has some memories of Paisley (mainly flying a kite with her father at Gleniffer Braes Country Park), most of her childhood tales revolve around life growing up in Edinburgh.

What was McIntosh like as a child? "I was the little minx in the house," she chuckles. Did she get away with murder as the youngest? "Not really – but I always tried. My brother was quite good and did what he was told. I was the one who would try to push it. But I knew I was in trouble when I heard my mum use my full name."

There was a period of transition after the family moved to the Scottish capital. "I was seven or eight when we moved. That was the late 1970s," she says. "We lived on the outskirts of Paisley, so we were right next to the countryside. It felt very strange coming to a city.

"But where I grew up on the south side of Edinburgh I was right next to Arthur's Seat, so I would go running around in the park there. It was different, but I suppose I'm quite adaptable. I got used to it very quickly."

It was there that the seeds for McIntosh's future career path took root. "Edinburgh is such a stunning city. I do wonder if I would have been an actress if I had stayed in Paisley. Having the Festival in Edinburgh every year, that was such an exciting time for me."

Is that what first stoked her passion for acting? "I think so, yeah. All these people came from every corner of the world to play in my city."

Before we speak, I'd gone into The Herald archives to find an interview I did with McIntosh in 2005. The standout line was her citing Judge Dredd as a childhood hero. "Princess Leia from Star Wars too," she swiftly interjects.

"She was the first kick-ass brunette I had seen on TV or in movies. A princess that kicks ass is a good thing. I've never been a Disney chick or into fluffy pink socks. I suppose that is why I enjoyed playing Madame Vastra in Doctor Who so much. Running around with swords and ray guns. That is more my scene."

READ MORE: Shetland star Steven Robertson on his rural childhood and island homeland

McIntosh played the recurring role of Madame Vastra (in the character's own words "a lizard woman from the dawn of time") in the BBC sci-fi series between 2010 and 2014.

How does it feel to see Jodie Whittaker become the first woman to play the Doctor? "I've got an awful confession – I've not watched it yet," she says. "I love that it is a woman who is playing the Doctor. The Doctor is the Doctor – it is just a different actor or actress."

Would McIntosh have liked to have given it a go herself? "Oh, God, yeah," she says. "But I've had my time on Doctor Who. I loved playing her [Madame Vastra] and wish there had been more, but that is the way things go sometimes."

She embraces the opportunity to try different roles. "It is nice to move on and not be trapped doing the same thing over and over," she says. "That is one of the reasons I am an actress.

"One day I'm playing some alien, a sword-wielding, awesome chick, then the next I'm playing someone whose sister was murdered. I like the variety.

"I will always treasure my time on Doctor Who. It was brilliant." McIntosh pauses, catching herself. "I say brilliant a lot," she laughs.

McIntosh did her acting training at the Royal Scottish Academy of Music and Drama, now the Royal Conservatoire of Scotland, in Glasgow. She has gone on to rack up an impressive body of work, including a memorable turn playing Lady Fuchsia Groan in the BBC adaptation of Gothic fantasy Gormenghast.

Other TV roles include Single Father, Lip Service and the Bafta Scotland-winning thriller The Replacement. More recently, McIntosh starred in playwright Zinnie Harris's Meet Me At Dawn at the Edinburgh International Festival last August.

Given her prolific career, I'm keen to ask McIntosh whether there has been a sea change in attitudes within the industry following the sexual assault allegations against Harvey Weinstein (which the film mogul has "unequivocally denied").

"I'm not sure yet," she says. "I think we still have a way to go to be honest. You hear stories throughout this industry and it can only get better. There has not been a massive sea change yet, but I would like to see it come."

When we speak it is only a few days after the Golden Globes when all but three women attending the event wore black dresses in support of the Time's Up movement, standing in solidarity with victims of sexual assault and harassment.

"A show of solidarity is fantastic as long as it leads to change," says McIntosh. "I can understand why people might see it as a PR stunt or think it is not really dealing with it. But the thing is, when a lot of people stand up and say no, then it is listened to. It has to be a positive."

READ MORE: Shetland star Steven Robertson on his rural childhood and island homeland

Away from work her passions include scuba diving, horse riding and watching the football over the pint. "I'm a Hibernian fan," she says. "Sometimes they are a bit painful to watch. But they are getting better. I always keep a wee eye on St Mirren as well.

"If anything is too easy it is not fun, because if you have the heartache and you get the win it is ever more joyous." Now there's a philosophy for life.

Shetland returns to BBC One on Tuesday, 9pm