I have to disagree. I'm almost at the end of the course, and I still find this one speaker to be almost untelligible. All the native speakers and teachers say her accent is absolutely perfect, but none of the learners can understand her. That suggests that her dialect is so divergent from standard Gaelic she is not the best choice for a beginning level Gaelic course. She would be ideal for a course in advanced spoken Gaelic specializing in the different dialects, with emphasis on how the dialects differ from standard Gaelic.
The voice I hear is that of an older man, not a woman, and he is indeed almost always very hard to understand. Moreover, he pronounces things differently from the other speakers saying the same words. So while I am sure he is speaking correctly, his version trips up those of us hoping for something that ties in with the majority of the speakers.
If it was a single island, the normal English would be "on" (but in Gaelic "ann an" is normal), however, Orkney is a group of islands, an archipelago. Therefore English "in Orkney" as if it's a region and not a particular island.
If you're interested in geography, see at least the Wikipedia list of islands in Orkney.
I don't know, but would guess that the Orkneys were Ursula K. Leguin's inspiration for the Earthsea Archipelago, judging from the names.