Don't beat yourself up, it happens. I had a ewe lamb in the freezing cold fog the other night, had to help her a bit with twins (another leg back, the bane of my life this year). Tucked them up safe and sound in the stable for the night, then came down the following morning to find she'd had a tiny third lamb. It was dead, but had been licked clean all over, so I suspect it was alive when it was born. Mine so rarely have triplets I didn't even think to check for a third.
That ewe actually is a right pain - she gets so involved with cleaning up the first lamb she ignores the second one that is half hanging out her back end and gives up pushing. Tsk.
My older ewes make a right thing of lambing - even an untrained eye could spot them a good 24 hours before hand with all their restlessness, pacing up and down and random bleating. But the younger ones especially the first timers show barely any sign at all - although I think I do spot a look they give me, like they are waiting for me to go away, lol.