shows in Southampton area

Closest to you are Swindon and Crawley, both occuring this month. This is the NMC show calendar:

http://www.thenationalmouseclub.co.uk/calendar.php

It's not fully up to date at the moment; there is the Midland Mouse Club show in Lubenham, Leicestershire on the 16th of June, and the Enfield open show on the 7th of July, which aren't on there yet.

No. The collection of mice can be prearranged with breeders and picked up at shows but shows are for showing mice, they aren't animal markets.