If possible, keep her isolated from the others, some causes of abortion are contagious, and could spread to the others. If done with Heptavac at the weekend, sometimes the stress of catching and handling can cause abortions. Have any of them been vaccinated against enzootic abortion or Toxoplasmosis? A fully formed, small lamb, but not mummified could be a sign of enzootic abortion, but like I said, it may be handling them or some other upset to the ewe herself, whether she's had a knock, a chill or even an infection somewhere internally that's not affecting her so anyone would notice.
If you wanted to find out what's going on, the vet can let you know where your local vet lab is, which would be able to do a postmortem if you brought them the lamb (and placenta if possible as it is very useful in diagnosis of abortion). If she is the only one that aborts, it may just be one of those things, but if you had more than one, it would certainly be worth testing lambs to see if you have a herd problem, as either of the causes above can be controlled with vaccination for next year, and if enzootic abortion, giving the other ewes treatment can reduce the numbers affected this year.
If the ewe herself is bright and eating, she should be fine, but like I say, if infectious cause, keeping the other ewes away from her, and the area she has lambed, burning any straw she may have lambed on, or spraying some disinfectant in the area is also worth doing to prevent any spread.
Sorry for your loss, and hope the others are OK, and the advice can help you somewhat.
Suzanne