The horn-blowing shepherd is a model from Old Glory Miniatures' Revolting Peasants set. The wolves are old Grenadier sculpts. These are available from Mirliton.it. Wolves no longer roam Britain. They were killed off in the 1600s.
Mega Miniatures also sells a very nice ram model and sheep, which could work very well as Shetland sheep. (I sold this one on eBay last year.)
A fun use of livestock models in tabletop gaming is to set them as targets for raids (as in PigWars). Points could be awarded for each stolen sheep. The Song of Blades and Heroes's supplement, Song of Arthur and Merlin, includes rules for raiding livestock. Setting grazing sheep models on the tabletop also adds to the pastoral ambience of the terrain!
Wade-Martins, P., The Manx Loghtan Story. The Decline and Revival of a Primitive Breed. Geerings of Ashord Ltd. (publ. in association with the RBST.), 1990.110 pp.
Ancient British sheep article on the Butser Ancient Farm website.