Is your lamb a newborn? If so, sometimes the first yellow motions, especially with really rich milk, get stuck under the tail. This hardens in the anal sphincter and causes the tail to be held down, so it could be that the muck is the cause of the tail not lifting, rather than the result. If it is that, pull off the hardened faeces at the anus, but stand well back as there could be a build-up - it acts like a plug.