We had a Shetland ewe, Tressa, the only show champ we've bred, who lost her eye when it got stuck on ice. I know, total yuck. Anyway, the eye was removed - by a crow. Again yuck. This was just when F&M had been declared, and we were buried under 8' snowdrifts, road closed, no power etc etc and to top it all, husband away. I had no antiBs in the house (one of the reasons I now always carry two, even if they get wasted), so my neighbour brought up a syringe full and tossed it over the gate as we weren't allowed contact, so she had that at least. I had a phone connection so phoned vet, who of course was unable to get through the snow, even if he had been allowed to visit. They suggested covering the eye with a Vaseline dressing, then a pad, then a stretchy bandage, to prevent her bumping it and causing more pain. I got her into a shelter with food water, hay etc and sat and cuddled her for most of the day. She was grinding her teeth so she was clearly in pain, but she liked the comfort of me being there. Eventually, husband returned, snow ploughs came, power went back on and we were able to fetch more supplies from vet, including pain killers. Eventually the eye enucleated completely and the lids closed over.
The big danger is infection, as this can track back into the brain. I think the early AntiBs and covering the eye helped there. Tressa lived on for several years as a one eyed sheep. Weirdly, she gave birth to a blind lamb the following year, so only one eye between the two of them.
Is your vet confusing you with someone who doesn't care about their sheep? Let him/her know you don't want her in pain, you don't want the eye to become infected if there's some way of preventing that, and you want your sheep to survive.