Two years ago when I talked about building a shelter for my sheep, the neighbour laughed and said 'they're Welsh mountain sheep, they're bred to be on a Welsh mountain'. I built one, anyway: the sheep wandered over to see what I was doing but have ignored it ever since.
We get quite a bit of shelly hoof, too, and apart from the odd case that needs cleaning out, we've never had anything that had caused any issues. I don't know if that's luck, low stock densities, or what, because it's definitely wet here. Touch wood.