The thing that would worry me here is that you could catch one of them. Otherwise, I find its easier to tell sick animal when it is on its feet, it will carry itself differently, not look alert, head down and so on. If you suspect flies, look for them around the sheep, it will also attempt to lick or bite at the affected area, often shaking its tail. If I see any of this, I usually get them in for a look.
Like anything with livestock, its a delicate balance. Getting sheep in stresses them and stressed animals are more prone to disease. I once had a conversation with a feller from Natural England round here and he seemed to agree - it was always the new and enthusiastic graziers on his patch that ended up with disease problems, and they seemed to be getting their flock in much more often than the old hands.