The island called Eday is in Orkney. Never heard of edray.
it is called a Latino
Yorkshireman
an orcadian
The cast of Life in the Orkneys - 1957 includes: Moultrie Kelsall as Himself - Commentator
Sami
The Shetlands
The Orkneys are further north than The Shetlands.
The Roost
A native or inhabitant of Geneva, Switzerland is called a Genevan.
There is no specific term in english. An inhabitant of Helsinki is called "Helsinkiläinen" or "Hesalainen" by other people from Finland. The people of Helsinki call themselves "Stadilainen" and regard being called "Hesalainen" stupid.
The pentland firth