At my old house, I did the right thing and asked if I could have a goat shed - not large, similar to a big garden shed. Did not put in permission, just asked. The planning replied saying I would need permission and it was likely they would not give it.
My OH and neighbour set to, put a concrete base down, built my shed over a few weeks, and it looked very nice. I was terrified for months I would have to take it down!!
This was 20 years ago, and the shed is still standing.
Sometimes, you just have to carry on and do whatever it is you want to do ......