I worm with Cydectin LA 2-4 weeks pre-lambing, which gives a persistent wormer effect over the following weeks whilst they lamb. (it also acts as their annual scab treatment too) Again, like others have said, this is the only time I worm my ewes. Mine lamb outdoors.
I wouldn't do fluke at the same time - I try to time my fluke treatment to be a few weeks prior to that or a few weeks after lambing. I wouldn't Hep and worm them at the same time either, to avoid too much stress on the body.