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Thin Air: A Shetland Mystery For those who like their mysteries cozy, Cleeves’ Shetland Island mysteries are atmospheric and (mostly) non-violent. The remote Shetland Islands are the destination of a group of Londoners visiting to celebrate their friend’s engagement. The 2 couples who arrive by ferry (2 are married, 2 are not), are looking forward to a short holiday.  The married woman, Eleanor, turns up missing and eventually is found dead.  Detectives Jimmy Perez, young Sandy, and Willow, the detective in charge of the case, begin delving into the backround of the dead woman as well as the folklore of the island.  The ever-present fog casts an uncertain, suspicious atmosphere over the islands.  Long-time residents are questioned as well as the newcomers: 2 men who bought an abandoned home and turned it into a B & B/restaurant.  Cleeves does little to advance any romance between Jimmy and Willow which is okay: the mystery is intriguing enough without it.