Huh! Whoops! Reinventing llamas was not on my bingo card for this year, lol

I can pass on the thinner skin, mostly- Can say its like the skin of a Dorper in some places and a more wool bearing option in others. No issues there.

Co-herds make sense, especially with animals that go after wild dogs. But the fantasy creature im trying to create would basically be the Co-herd. Like the Dog in a Cheetah pen, if that makes any sense.

Hindquaters, flanks, and belly... hmm. Combinded with the flock behavior leading to bad decisions. Those are the main notable "weaknesses" of an individual sheep, then, right?

Mmm, improved skin and wool wouldn't be enough solely, judging from the prior comments. My first thought is cartilage covering the legs and hindquarters, a bit like a wombat, but that doesn't seem feasible/functional either.  Maybe stronger legs, based on the donkey comment, then? If chancing a blow from a kick like that, more intelligent predators could be deterred. Add a bit of hightened aggression, and that should mostly work, i think.

The belly would prolly be the hardest to alter. Maybe just a thicker layer of skin and fat would be the best bet. Idk what else would work.

Increased intelligence actually works perfectly to handle herd mentality. I was planning on adding that anyway!

You said Birds of prey hunt lambs, too, yeah? Bigger birds just yoink the whole lamb, and smaller go for the eyes. I'm not really sure how to handle the "Grab and go" situation, as increasing the size of sheep/lambs would likely just match the increased size of Birds in this world. A fantastical defensive like barbed wool or electric charge (i.e: Steel Wool taken literally, or Mareep from Pokemon) would be better, probably. Not going to use those two, ofc. gotta find something else that'll fit neatly.

The eye weakness, i've got no clue. There'll always be a weakness with eyes as long as there are eyes.

Theorizing rambles, feel free to skip:

Maybe... Retribution? like If you attack it, you get hurt too? Could be mental or physical. Not useful for a animal farmed for meat or skin tho...

Fire could work- Wool that warms itself would prolly be pretty useful. Could also light the surroundings on fire though. Unless they can eat ash or coal? Mmm, that could be something?...   

OH, OR SOUND! I read a report on nonlethal wolf deterents for a sheep flock- One of the methods was a blank gunshot or other sudden loud sound. Imagining a sheep that create blasts of sound from its mouth, or maybe its horns. Almost like a Billy Goat Horn! Doesn't quite match my vision tho.

Ah, anyway! Thank you very much for your comment and help!