Douglas Henshall on Scotland's answer to The Killing

Overlooking grey waters and a driftwood-strewn stretch of sandy beach, it's probably perfectly pretty when the sun is shining, but today is dull and overcast, lending the scene a grim and foreboding air.

Still as atmosphere setters go it's perfect. Henshall is filming scenes for Shetland, a BBC drama already dubbed the Scottish equivalent of The Killing. An adaptation of author Ann Cleeves's book Red Bones, part of her quartet of crime novels set on the islands, the actor plays the lead role of brooding police detective Jimmy Perez.

The two-part murder mystery unfolds after human remains are unearthed by an archaeological dig, the plot hinging on an unsettling question – are the remains from ancient times or, chillingly, a much more modern burial? Granted, it's not as gory as the Danish and Swedish crime noir to grace screens of late, but throw in a couple of murders, a simmering family feud stoked by greed and envy, and a stunningly beautiful backdrop, and we have ourselves a good old-fashioned meaty thriller. The screenplay was written by David Kane, whose credits include The Field of Blood, Taggart and Rebus, and if well received, the other three books could also be dramatised.

A few days after we meet Henshall, 47, will fly to Shetland to film the lion's share of the action, but today he's shooting interior scenes in a hospital and a library, hence the motley crew of extras dressed in scrubs and lurid chunky Shetland knits drinking coffee on a nearby catering bus.

Inside his trailer, my eyes absent-mindedly wander in the vague direction of Henshall's feet. "Are you looking at my socks?" he asks gruffly, pointing to the multicoloured stripes peeking out from beneath his trousers. "Look, it's the end of the week and this is the only bloody thing I've got left to wear. It's like: 'Jesus Christ, has it come to this?'" he laughs. So it isn't part of Perez's attire, then? After all, Columbo has his beige Mac, Sarah Lund her natty jumper collection and Saga Noren (of fellow Scandi-chic drama The Bridge) those eyewateringly tight leather trousers.

Henshall gestures to a nearby clothes rail. There's some dark brown, possibly corduroy trousers, a checked shirt and a waxed jacket. Sturdy shoes and hiking socks sit underneath. It looks more like something a crusty geography teacher would wear than a leading man. "I wanted a jumper. After all, in Shetland you are in the land of the Fair Isle sweater," insists Henshall. "But then everyone said to avoid that – Sarah Lund has cornered the jumper market."

Filmed last summer, Shetland marks Henshall's first return to working in his native country for almost seven years. "It's good being back in Glasgow," he muses. "I've been walking around trying to get my bearings again. It has changed so much. There are whole parts of the city that just aren't familiar any more.

"It's weird. Union Street used to be the centre of the town but it's so run-down now. That's sad to see. Buchanan Street is regenerated with lots of new shops, but then round Ingram Street there's loads of For Sale and To Let signs."

Henshall, who is now based in London, has been reconnecting with his hometown of Barrhead, East Renfrewshire too. "The old health centre, where we shot the hospital scenes for Shetland, was where my mother worked as a district nurse, so I knew the place," he says. "The old council building, which doubles as our police station, was where my grandad worked. So it was all very interesting – but also slightly surreal."

In sharp contrast, the prospect of working in Shetland has its own allure. "I haven't been before," he says. "It's one of those places you are always used to seeing in a box at the top of the weather map. I read Ann Cleeves's books and think the way she paints Shetland is very interesting."

Thinking he might need a quick introduction to the local lingo I produce a list of modern Shetlandic words – described as "an uneasy combination of English, Lowland Scots and Norn, the language of the vikings" – and tell Henshall it's time for a quiz. Fortunately he's game. We get off to a stuttering start. He's immediately stumped with gansey, meaning jersey (I bet Sarah Lund would have got that one), but has a valiant guess at peerie.

"Isn't that a young kid?" he ventures. Close: it means small. What about smucks? "Trousers, by any chance?" Nope: slippers. "Ach well, I was in the right area." Not really, but we press on. Ax? Henshall strokes his chin in contemplation. "Ask?" Correct. "Yes! So that's where all those kids in London are getting it" – he morphs into mock gangsta speak – "'Yeah, so if you wanna ax someone.' They obviously went on a school trip to Shetland at some point."

Next up: to rant. "To be vociferous?" You would think so, but it means to dance. "I quite like that," says Henshall. What about blind moorie? He looks confident. "Is it a fog?" A blizzard. Henshall comes close too with fantin (hungry) and bruck (rubbish). Then there's an erse like a bag o' livers, which provokes a belly laugh from the actor. "Ah, I think that one speaks for itself -"

The youngest of three children, Henshall grew up in Barrhead and as a teenager joined the Scottish Youth Theatre. His late mother was a nurse while his father, a retired salesman, now lives in Cyprus. After leaving school, Henshall trained at Mountview Academy of Theatre Arts in London and later did a stint with the 7:84 company in Glasgow.

His first television acting role was as a motorcyclist in an episode of Taggart (it also featured Peter Mullan and Ewen Bremner, trivia fans) before going on to high-profile parts in Dennis Potter's Lipstick On Your Collar alongside Ewan McGregor and the films Angels And Insects, Orphans – directed by Mullan – and It's All About Love. He played Professor Nick Cutter in science-fiction series Primeval and last year starred in BBC paranormal drama The Secret Of Crickley Hall.

With recent roles including DI John Tolin in ITV's Collision and DCI Jim Edwards in The Silence, not to forget Perez, has Henshall developed a thing for playing police officers? "It's only as I've hit 40 that people have suddenly started offering me roles as a policeman," he insists, grinning. "I think I played one cop in my twenties and now suddenly this raft. Well, perhaps not a raft but three different roles."

Three's a trend, I point out. "It's three in fairly quick succession," he nods. "I like it. It's one of those weird things you start doing: you get to have on-screen teenage children and play policemen. That's what happens to you when you hit 40."

That's not the only way life has changed. Three years ago Henshall married Croatian playwright and screenwriter Tena Stivicic, which leads us neatly to his impromptu Las Vegas wedding. As tales go, it's a colourful yarn. "There's a whole story behind it," says Henshall, settling into his chair. "We weren't planning on getting married. We were in Los Angeles and decided to go to Las Vegas for a weekend, just for a giggle.

"Occasionally we had talked about getting married: sometimes we were definitely going to do it, other times we weren't. We talked about maybe getting married in London, but Croatia isn't part of the EU and it would have been a nightmare involving surrendering passports and all sorts of bureaucratic crap which they charge you a fortune for. I thought: 'No, I'm not going to have someone telling me where, when, why and how.' That seemed preposterous, so the whole idea went out the window.

"Tena had lunch with her good friend Lenka [Udovicki] and mentioned we were going to Las Vegas that weekend. Lenka said: 'Oh my god, are you guys going to get married? You need someone to give you away and dance at your wedding.' Tena then came home and asked: 'Are we going to get married this weekend?' I said: 'F*** it. Let's do it.'"

The couple drove to Vegas the following day joined by Lenka, her husband, the actor Rade Serbedzija, and their three teenage daughters. "Getting married in Vegas is pretty cheesy at the best of times so we tried to find somewhere reasonably OK," says Henshall. "Then you have to go and get a licence from Clark County Court. It's not like in the movie The Hangover where you just get pished and end up married.

"I had to find something to wear within a few hours too, so I went to a place in Caesar's Palace to buy a suit," he continues. At the hotel gift shop? An eyebrow shoots up and Henshall laughs. "I wasn't going to get a suit to get married in from a hotel gift shop," he scoffs. "I went to John Varvatos [a Greek-American fashion designer] and found a suit but it was too big and too long. I told the guy in the shop I needed it altered but was getting married in four hours and he said: 'That's no problem.'

"Next thing this wee Korean man appeared with a pin sticking out the side of his mouth and a tape measure round his neck. It was like being in Mr Benn. They said: 'Come back in an hour.' I did and the suit was perfect. Then we went off, got married and had a good night out in Las Vegas." What did Tena wear? He smiles softly. "She very sneakily bought a dress while we were still in Los Angeles, which was black. Yup, my girl got married in black -"

Henshall does a good line in dry humour. He has a habit of narrowing his eyes if he doesn't appear overly enamoured with a question, yet is unswervingly honest. Not least on his take on married life. "We are busy and travel a lot for work. Tena and I bump into each other every now and again, which actually works out quite well for us," he jokes. "She is a writer and works from home so if I'm not working we are on top of each other 24 hours a day. I'm not good at leaving her alone if she's working and I'm bored. I end up being that annoying guy who keeps coming in and going" – he adopts a sappy, whiny voice – "'What you doing?'"

His other big love is football. Henshall is a lifelong fan of St Mirren ("For my sins," he confirms). But recently he's found another passion. "I'm a big basketball fan. I like the NBA," he says. "I went to Los Angeles a few years ago and I was on my own waiting to go to auditions. The LA Lakers are huge so I thought I would go along, and found it really exciting."

So the Lakers are his team, then? "Well, yeah, but I like the Boston Celtics as well. Which is a bit like saying, 'Oh, I really like Rangers and I really like Celtic too.' Only a non-American basketball fan could get away with that because it would seem bizarre to anyone else. I'm a big fan of Miami Heat too and I like Oklahoma City Thunder who were in the NBA finals last year.

"These guys play every couple of days, travelling all over this vast continent of America. Then you watch football players and think: 'You have no idea what hard work is.' They play two games in a week – if that – with a couple of hours training in the morning. I mean, Cristiano Ronaldo obviously has a lot of time to spend at the hairdressers."

What else does Henshall do for fun? "I read and I cook. I have been known to play a little poker," he says. "When it comes to cooking, it's not anything fancy. I'm sure there must be something Jewish in my background because I make a chicken soup that could bring someone back from the dead."

Henshall is famously not a fan of the "Scot pack" phenomenon that swept Hollywood a few years back, previously launching a scathing diatribe on the label. "Ach, that was a long time ago," he says, with an airy wave. "When people first asked me about the idea of a 'Scot pack' back in the nineties, I didn't think it was a positive thing. I thought what they were talking about was a fashion and fad.

"The actors being put into one amorphous lump were actually an awful more talented than that: Ewan [McGregor], Peter Mullan, John Hannah, Alan Cumming, Dougray Scott and myself. If we had been American we would have been making films together. I mean, Bobby Carlyle as well. Jesus Christ, a lot of really talented people. The idea of them as a passing trend has been proved wrong."

Henshall has been in business for some 20 years now. How has his own acting style evolved? "In the same way you change as you get older. I have become less intense, more relaxed and, to a degree, more confident in the things I do," he says. "I'm perhaps not trying so hard. I know a little bit more about how it works."

A self-described perfectionist, Henshall has said he often lies awake at night and replays scenes in his head that he could have done better.

"Och, yeah, but I think that's just wanting to do the job right," he asserts. "I don't beat myself up about it. The difference between my job and perhaps some other people's is that everyone gets to see my mistakes. I don't get a chance to go back and fix it. It's not like the theatre where you can think, 'Ach well, I'll get another go at it tomorrow night.' Once the day is done, you have to say, 'Right, that's it,' and move on." n

Shetland will be shown on BBC One at 9pm on March 10 and March 11.