We had something similar in February this year, a Lleyn cross texel shedded his entire fleece off down to the skin!
He didnt have scab, mites, lice or anything, we could have only put it down to stress of some sort, he was however freezing freezing cold and would curl up in a ball shivering, so we slung a dog jacket on him wich he wore until March (constantly checking it and re adjusting) when he had a small bit of wool growth so we took it off him!