Nearly two months later... I wanted to give an update on the homestead situation, it's been a wild ride!
Our hen is doing great. She follows us everywhere, and goes home to roost at night. The past few days have been quite cold though (below freezing), and she's not liking it much. We decided to leave her in the coop, starting tomorrow. We have heat in the coop and we gave her some hay. I feel sorry for her as she's going to be cooped up for months, but not much we can do to change that.
The sheep... oh boy! In the end, I just couldn't be sure whether the sheep was happy here or not. After doing a lot of reading and researching, it appears that you should never keep a single sheep, as it stresses them out. We decided to board the sheep on the farm where she came from, at least for the winter since we were not equipped to house a sheep. I went to the farm with her when she got picked up. A friend followed us in my car. When we got there, the sheep freaked out. She literally clung to me like a child, and was crying really loud.
She had to be restrained so that I'd be able to walk to my car, because she was trying really hard to go back with me. This is when I realised that she might not have been as unhappy here on her own as I thought.
My husband and I discussed things and decided to bring her back here. We worked like crazy to build a sheep stall and a huge enclosure, all fenced in to keep coyotes out.
While the sheep was back at the farm, she had been with another sheep that bullied her. The farmer separated them, tried yet another sheep, same thing. Separated them again, and the 3rd sheep she was with seemed to work out. So, we decided to get both sheep.
All went well the first day. Starting the second day, the sheep that came with her, and who is twice her size, was starting to bully her - badly. On top of that, the big sheep was kind of nuts, and wild. On the 3rd day, she broke the stall door and jumped over the gate. We couldn't handle her, and we feared for our little sheep. So, back to the farm she went.
Now we just have the little sheep. I do think she misses the company, and hope to find a sheep her size. We go pet her very often, and she likes to be brushed. She cries when we're out of her sight, which makes me think she really needs company from another sheep.