You can vaccinate lambs any time from 8 weeks old. I woudn't vaccinate them as early as 3 weeks. The point is their immune system isn't properly developed until they are 8 weeks. Its the same for any animal, dogs and even human babies get their first vaccines at 8 weeks.
I haven't hear of heptavac causing abortion before- certainly we've never had any problems, but then its always low numbers of goats and sheep we ever did. Having lost goats kids at 4 weeks old to tetanus (which was awful), I always recommend vaccinating. These kids hadn't had their mothers vaccinated before kidding because the owner didn't do it the time. She vaccinated the following year though...