I agree with the vet based on those photos, I would suggest remove the eye or put her to sleep. After 2 weeks of treatment the eyeball is still not visible, so a source of pain and infection, no use to the ewe and no amount of painkillers or antibiotics will change that. It looks from the photo like her upper eyelid is damaged by trauma, infection, or possibly even a cancer of the eye. The eye needs to come out, which may very well make her more comfortable and could help her regain her weight.