Fetch is a usual sheltie game that most shelties like. They should either use a frisbee or a ball; a stick could cause slivers in their mouth.
Tug of War is not a good game for shelties. They end up thinking 'My owner loves tug of war! I'm gonna take their phone and ask them to tug it!' or something else bad.
Shelties are a very smart breed and love to play Find the Treats. First you hide some treats, then the sheltie tries to find them.
How to play zoomies is first: get in the play bow. Then the sheltie will try to chase you, then you chase it, etc. There is no goal in this game.
this is not a game. Train your sheltie.