Is it acceptable/possible to connect the spur to the shed via an
RCBO, or a second dual pole isolator or should I just use a
standard MCB?

Generally speaking, you should run the outside line via a standard MCB and
not allow an RCD near the thing until it gets to the outbuilding. This way,
when it trips, you won't have a trek to find which RCD has tripped, possibly
taking out part of the house system if the RCD is shared. However, you have
to do the calculations and measurements properly to ensure adequete earth
loop impedence to trip the MCB in the event of an earth fault. If this can't
be achieved (i.e. TT) system, an RCD is needed on the supply end too.

What is the length of the cable? A quick calculation suggests 30m max for
2.5mm on a 16A MCB. It might be better to run a 32A MCB if you are expecting
to run more than the occasional lawnmower. This would require 6mm cable. If
the distance is a little shorter, then 4mm may be allowed.

As a slightly seperate point does anyone know if it possible to add a
second RCD to a wylex unit, so as to provide aditional seperate RCD
protection for the lighting circuits from the ring mains?

Don't. It is dangerous to RCD protect lighting, except for TT systems, where
adequete earth loop impedence can't be obtained. In these cases, a time
delayed 100mA type is used, so that an earth fault on a socket circuit
doesn't cut the lights as the socket circuit's 30mA immediate RCD is
guaranteed to trip first.

If you do need to provide separate RCD protection to a circuit, replace the
MCB with an RCBO.

Christian.