From Nagasaki to Kumamoto...

There seems to be some difficulty doing this. You can go back by train or bus almost to Fukuoka and then down, or take ferries and busses somehow across the bay and Shimbara island. Any advice on doing this - time and cost etc.?

There is a direct bus service.

From Nagasaki Station to Kumamoto Transportation Center:

3,600 yen each way, takes 3 hours 13 minutes.

Departures: 7:40, 9:10, 11:10, 13:10, 14:50, 16:10, 17:40, 19:10

...this route seems to take you back almost to Fukuoka first though.
I was wondering if it might be better to go across Shimbara island but don't know how quick or expensive this might be?

If you can do Japanese (or translate it): www.shimatetsu.co.jp/

Last month we ferried from Kumamoto to Shimabara. There are 2 ferry companies. We took Ocean Arrow. Pleasant 30min ferry ride - adults 800yen, child 400yen. Then we toured Shimabara, took the bus to Unzen (forget the fare...maybe ~1000yen adult?) about a 30min bus ride there. Toured Unzen and took the bus again to Obama where we spent the night. Bus to Obama was also ~30min.

The following morning, took the bus to Isahaya ~1hr, then express train to Nagasaki ~30min. Total ferry/bus/train time ~2.5hrs, not taking into account transfer times, etc.

On our return trip we took the train from Nagasaki to Kumamoto, which as you know takes ~3hrs. Since we had a JR pass, there was no extra cost for this return trip.

If you can plan on visiting someplace on the Shimabara Peninsula, it would be worth going that route and taking the ferry. Costwise, not sure how it breaks down if you don't have a JR pass. Travel time is about the same, but a lot less complicated if you just go by train.