Having more than one RCD is nothing more than 'overkill' as in the event of a fault, which more likely than not will be several amps all the RCD's will trip irrelevant of the rating, the only way to partailly discriminate is to use time delays which then contrevene the wiring regs.
Regardding the supply to the shed, common sense has to be pervail, if your shed is some distance away from your house - then yes use a TT system, if you dont live in a mansion you should be OK to use supply earth or CPC as it's refered to, and bond the various metal work (if any) to the Earth block on the new consumer unit you install.
There are a couple of reasons why you'd use a TT to supply the shed:-
1. If there's extranaeous metalwork - these would have to be bonded otherwise, however they would be the same potential as the earth
2. In the rear event of a large earth fault from another supply, this could be imposed on your supply - very unlikely.
I'd wire the consumer shed in 6mm swa(assuming it's not a long run) if possible, change the 32A MCB to 16A a wire in a 2.5mm radial - unless you're planning on using a welder and heater !
Fed from a 32A RCBO (combined RCD / MCB) from your main consumer unit.
As previously stated any external works should be carried out by a comptent pesron ie Part P approved and tested to BS7671.
As has bee