My sheep seem to be bugged.
I got 1 ewe, 1 ram, and 1 lamb.
My cows are happily giving birth to one calf after another.
My sheep however, haven't given birth to new lambs for over 10 days.
I have my pens within my wall, with free space in between the fenced enclosure, and the walls. I think it's not possible for lambs to be born on the outside of my wall with my setup.
I do check my walled in area regularly for animals that have been born outside the pen's fences.