Hopefully what you saw was them shaking off some flies or midges.
Usually, once they are actually struck, you will see repeated behaviours that indicate
intermittent severe irritation. If you don't see, recognise or find it at that stage, you will eventually see grey damp patches, caused by the maggots' exudate. It's pretty severe by that stage, so it's better to catch it sooner if you can.
I usually watch the sheep for a while and conclude where they are struck from their behaviour - flinching, moving as though to bite or kick at themselves, and so on. You often can"t see the actual maggots until you are taking the wool off.
I once had my steely blue Wensleydale acting like she was struck on the top of the rump, so penned her and did the "start at the outer edges of a dinner plate sized patch with the maggots in the middle, and shear inwards, so that once you get to them, the maggots cannot escape into long wool" thing. Got to the middle of the patch - one solitary maggot, not yet actually broken the skin. Good catch!