Our horse, Shuffy, adores the hens. He calls them to the edge of their run, whinnies and stomps, advises the world he's their protector. I agree that your sheep was protecting her 'flock'. A miniature donkey or goat would do the same. I guess what I'm saying is that with chickens you either have to have the coop 100% predator proof or guard them. In the long haul, I think it's easier to use hardware cloth to protect them, since you're going to improve your setup anyway!
