I make pallet shelters, as described, for during the winter. They can shelter from the wind and the worst of the driving rain like this.
There are some very nice drystone-wall Y or X shaped shelters up on the fell that do the same job. One day maybe.
I bring my ewes under a roof for lambing, they're in a couple of days before and then in pens with their lambs for 3-4 days, and then still with access to the barn after that for a couple of weeks, depending on the weather. Barn very well ventilated, and door always open.
Someone down the dale rigs a 'dining shelter' ie a large tent roof, with no sides, but hay bales around the perimeter, for lambing.