My idea would be to fit a new CU in the shed, install wiring for one wall socket (with the intention of adding maybe 5 or 6 more at a later date), and the wiring for one or two lights). The wiring would only be run to the new CU and not connected (waiting for the electrician to connect up).
You don't need a CU in the shed. Your sockets can be connected directly to the feed from the house CU, and the lights via a switched FCU (used as the light switch) with a 5 amp fuse.