Just because they were dewormed recently does not rule out the possibility of parasites. Most drench dewormers labelled for sheep are out of their system in just a few days, which means they can reinfest rapidly if the conditions are favorable for parasites. Hopefully you don't have drug-resistant parasites. Coccidiosis could be responsible for the diarrhea as well. I think your best bet would be to take a fecal sample from each one into your local livestock vet and have them do a fecal test. You may also talk to the vet about the possibility of using an injectable dewormer, like ivermectin or doramectin, which have longer withdrawal times and will also treat biting lice. Good luck and I hope you get things figured out.