Fully quantum-mechanical treatment of the effects of thermal rovibrational motion in a heavy-element molecule with relativistic effects is carried out for the heavy (129/131)Xe and light (19)F nuclear shieldings in the linear XeF(2) molecule. More importantly, purely quantum-mechanical, intramolecular phenomena, the primary and secondary isotope effect on these shieldings, respectively, are treated with including both the zero-point vibrational and finite-temperature effects. While large solvent effects influence the experimental absolute shielding constants and chemical shifts (thereby making comparison of experiment and theory very difficult), they are not significant for the isotope shifts. We study the role of electron correlation at both nonrelativistic (NR) and relativistic [Breit-Pauli perturbational theory (BPPT) as well as 4-component Dirac theory] level. We obtain quantitative agreement with the nearly solvent-independent experimental (19)F secondary isotope shifts. This implies a promising accuracy for our predictions of the experimentally so far non-existing primary Xe isotope shift and the temperature dependence of Xe and F chemical shifts corresponding to a low pressure gas phase. To achieve this, a combination of high-level ab initio NR shielding surface is found necessary, in the present work supplemented by relativistic corrections by density-functional theory (DFT). Large errors are demonstrated to arise due to DFT in the NR shielding surface, explaining findings in recent computational studies of heavy-element isotope shifts. Besides a high-quality property hypersurface, the inclusion of thermal effects (in addition to zero-point motion) is also necessary to compare with experimental results. The geometry dependence of the different relativistic influences on the wave function, Zeeman interaction, and hyperfine interaction, as well as their role in the temperature dependence of both the Xe and F shielding constants and their isotope shifts, are discussed. The relativistic rovibrational effects arise from the same individual contributions as previously found for the chemical shifts and shielding anisotropies. In general, the spin-orbit interactions are more sensitive to rovibrational motion than the scalar relativistic contributions. A previously suggested third-order BPPT contribution to shielding anisotropy is shown to be important for a better agreement with experiment.