As far as I know, wolves were not to be found on the Hebrides though I can't say whether they were common in Orkney or Shetland. You'll want to read through Donald Monro's A Description of the Western Islands of Scotland and Samuel Johnson's A Journey to the Western Islands of Scotland as both described the wildlife to be found in these places and both are readily available online through archive.org, Project Gutenberg, and/or Google Books.