There is a sheep object but at this time it's in a room inside the map room bunker. There are sheep pen and animal shed objects like the pen on the tiny vBases and included with some of the terrain tile pallets. You could wish for Waffle to update a sheep or two into those which if they won't hurt FPS, would be an update of the terrsetxx.res files to include sheep in those objects.
You can get friends to play steal the sheep with you and carry one on top of your canopy for several trips stealing sheep. You look up and there is the soft wooly underside of a sheep on your canopy.
