I do not know about other nations, but in England shielding has always allowed you to go in the garden.
To quote from section 7 (Looking after your mental well-being) of the shielding letter: "Get out into the garden or sit on your doorstep if you can, keeping a distance of at least 2 metres from others."
You have also always been allowed to go for a walk, if you felt it was appropriate and safe. Shielding is just advice, very good advice, but has never been a requirement.
However as stated by others, the British government (for England) and Welsh governments yesterday changed their advice. You can now go outside your home (a garden is part of the home) so long as you observe social distancing of two metres. You can go outside with the people you live with, or if you live alone you can meet one person from another household. But you still should not go into shops or other buildings.
The Scottish and Northern Irish governments have not changed their advice and still do not recommend going outside.
But no matter where you live, it remains ultimately a personal decision you have to take for yourself, as the risk will vary depending on your health conditions and where you live.
Guidance for people aged 12 and over whose immune system means they are at higher risk of serious illness if they become infected with COVID-19.
www.gov.uk
Public health advice for living alongside coronavirus.
gov.wales