I have also noticed that the ewe is off her food, but at the same time she's probably not expending as much energy.
I have obviously been checking the leg, in particular the foot, for warmth and I reckon it feels warm, which is a sign of circulation at least. For now all seems well.
Thanks for the info about emergency slaughter rules, that's handy to know. Just to clarify to the person that asked, yes I do intend to give the ewe a chance now that the leg is in a good splint.