We once had a drake

who went for a swim just before the temp plummeted for the night. He froze very quickly so spent the evening indoors sitting on the arm of the settee thawing out while watching TV - with great attention and interest

Is your sheep soaked to the skin? You need to watch for pneumonia. If she was mine I would give a dose of long acting antibiotic at the first sign of laboured breathing or anything else worrying. Can you pick the ice chunks off her, or even dry her with a hair dryer? I would expect that once the ice has melted she will give herself a good shake and be nearly dry. Some fleece types shake dry more easily than others, but most have plenty of lanolin close to the skin to repel water.
Is there anything you can put in the water bowl which would give a sheep better leverage to get back out if it happens again?