Of course, it varies around the country too. But here in Cumbria:
It's a lamb from when it's born until the New Year (or late back-end) when it becomes a hogg. It's a hogg until the summer, when it's sheared, when it becomes a shearling. It's a shearling until next time it's sheared, when it becomes a two-shear....
If it's female, it's a gimmer lamb, a gimmer hogg, a gimmer shearling, when it becomes a two-shear it becomes a 'yow' (ewe).
If it's male and entire, it's a tup lamb, tup hogg etc. and becomes just a tup at two-shear.
If it's castrated, it's a wether lamb, wether hogg etc.