Hi Sally, yes some people do use rugs for winter shorn sheep, you can get sheep rugs or foal rugs can be used, or else the sheep would need to kept indoors for a while, or at least at night and on wet days. One of the shearers that we had this summer said he may be prepared to come and shear 2 or 3 sheep for us this February and that he would look into using a comb so that a small amount of fleece remains on the the sheep, so they wouldn't quite as bald as with normal shearing.
Unfortunately some Zwartbles show sheep are kept in a lot to prevent the sun bleaching their fleeces as a blacker fleece looks very smart. Ours are not, and generally go to shows out of the field.