As the UK is technically made up of England, Scotland, Wales, Northern Ireland and multiple islands off the coast of each, an absolute claim to offer “[Free/£X/Next Day] UK Delivery” should mean that you offer the advertised delivery service to any and all of these locations. If, for whatever reason, you are unable to extend your advertised delivery service to certain postcodes, the islands or the Highlands, then such a claim is likely to mislead. Qualifying this with exclusions is unlikely to be sufficient as this is likely to result in a misleading contradiction rather than a clarification.
We would generally advise caution when using the phrase “UK Mainland”, though it may be acceptable if you are only excluding the ‘islands’ and Northern Ireland, and you clearly qualify the claim to make this clear. However, the Highlands of Scotland would reasonably be considered to be part of the UK mainland – so claiming “[Free/etc.] UK Mainland Delivery” but excluding the Highlands or indeed any other location that falls within the major landmass of Great Britain is unlikely to be considered acceptable.