Who on earth would dump a caddy round here?? If they did not want it there are three licenced slaughtermen as our neighbours and several experienced flock men who would have just shot it, they could have just asked one of them to dispose of it. One set of neighbours takes in caddies, they advertise for them! All sheep folk round here know how to dispose of lambs and who to go to . If they did not care they would not have bothered to dump it and leave it for the ravens, sounds like you have been given a story to me. No one I know of round here would treat a lamb like that or anyone I know of in Shetland,a tourist probably found it and thought it belonged in the shed or someone would find it there, even that sounds daft they would have contacted someone. There must be an explanation.
Anyway, the best I find for abcesses is iodine but that maybe too strong for a lamb. Savlon liquid is a good gentle wash one. The vet should have given you advice on them but I believe they should be left to heal from the inside out so no scabs or dressings. Check for maggots if they smell as they could be gangeanous . I would ring the vet in the morning and ask for something first thing, but sounds like blood poisoning may be setting in. POOR THING. you will have to PM me with names than we know who is not upto scratch.