I've been listening to BBC Radio Orkney for years. I've recently started listening to selections from BBC Radio Shetland as well.
written about Whassigo previously, and I've been enjoying this year's editions of the program. Radio Orkney's evening programs aren't over for the year, but if you want to get caught up on Whassigo, you can listen to their shows from October 8th, November 5th, December 3rd, and January 7th. Even sitting at my desk listening on my headset at work, the show always reminds me of sitting and listening in Helgi's, or in my room at the guest house.
Meanwhile, Radio Shetland's closest corollary is the monthly (sort of?) 'Round Shetland Quiz. It's a bit more competitive than Whassigo, and less collegial, but it's sort of quintessentially Shetlandic... I assume? Anyway, their season isn't over, either, and you can listen to their quiz shows from October 22nd, November 5th, November 26th, and January 7th. Unfortunately, Radio Shetland doesn't enable the download link on any of their programs. (If anyone from Radio Shetland is reading this: please enable the download links on some of your programs.)