As a pup Tully she wouldnt play with toys so I got a behaviourist in who showed me this method. Now she walks around with toys all the time and will happy sit and squeak away. Get a toy that the dog that has not been used before so doesnt have anyone elses scent. A couple of times a day give the dog the toy for 2mins at first then take the toy and put away. After 3 days build it up to 5 minutes for a few days then 10min and then 15 min. By the end of a fortnight you should build it up to 20mins. By this time hopefully the dog will figure toys are valuable things and this toy will become their extra special toy.
Shelties are 'velcro' breeds anyway and at that age she is still a baby so it will be hard.
Another thought - could you give her games or activities to play so she can be active by herself? The kong is one thing she can do. You could also hide her food around the house or yard (in fairly obvious spots to begin with) so she occupies herself with looking for it. I call this the puppy treasure hunt and both my dogs will happily stay at home alone if he or she has a treasure hunt to occupy them.