Relax Princess,
they will be pregnant. Don't stress them out buy gathering them up and rummaging about; Some show more than others and shearlings dont always show that much. The first milk that comes through is the colostrum and tiny lambies dont take much in a feed in the first few hours so you will probably find that the udders grow much more once milk production is stimulated by the first few sucks.
Besides, lets think it through. If you did catch them up and stress them out having a rummage and they didn't seem to have an udder then what? You couldn't be sure that they weren't going to lamb so you would have to continue treating them as if they were in lamb until at day 153 or so you finally realised that they were just fat.
I know that you are excited and anxious but we cant know what we cant know now can we?
Ah us girls, we are always planning ahead.It will be fine, put the kettle on.