Unfortunately, methods like bark collars, muzzles, and other negative training methods work in reverse with the Sheltie temperament and will cause them to bark more, and sometimes become fearful and more resistant to training. The most successful method with a Sheltie is positive training. This means rather than teaching her not to bark, you have to reward her for being quiet. It sounds like it's the same thing but it isn't.
This method is a process, but it works. There are other threads on here that explain it, and it would help to have a trainer who is familiar with Shelties (avoid ones that advocate negative training methods and punishment which does NOT work with Sheltie temperament!) Basically, you need high value treats that you only give her for this. When you anticipate that she's going to bark at something, or right after she starts, use a command word such as "quiet". The second she stops, give her a treat. She may start again immediately but continue to reward her when she stops and is quiet. The quiet periods will get longer and she will understand what you want.
I second making her crate a happy place for her. Give her a kong as Gloria suggested with frozen yogurt or peanut butter in it. Again, use treats that she only gets in her crate. Obedience classes would help with your overall training as well. Keep in mind that puppies bite when they're teething and this is normal. Use a stern "no" when she bites and stop playing. They do grow out of this.
Good luck and enjoy your puppy!