My Belgian will do that and she doesn't have Lyme disease. I'll describe what I observe. Rhi is laying down sleeping for a while on her chest with her head across her front legs. She goes to get up and one rear leg is asleep. She takes a few steps with it up in the air - sometime 6 or 7 and then gradually the feeling comes back and she continues on her merry way. It has something to do with how her body is positioned on the leg in question and how long she stays like that. The circulation, never the best the lower on the limb you go, gets more compromised and the same thing that happens to us can happen to them.
I have had her tested a few times and she is always negative. While I haven't seen it in the westies I have seen it in long legged breeds of which shelties are one. I should clarify that by saying that westies are achrondoplastic (shortened forearm) while shelties are not.
Definately get her tested but it might be nothing at all so don't panic yet.