There is an exemption when moving animals in late gestation to improve the conditions of birth - moving to the field next to your house for frequent observations would definitely count! So perfectly legal to move immediately before birth.
Depends what the field is like, if it is likely to get very poached if the sheep are on it for a long time, it may be worth leaving until nearly the due date.
However, moving/gathering/stressing sheep at any time in pregnancy can cause abortion, so as suggested, maybe the best time to move would be about 4 weeks before the first due, when vaccinations are being done, so all the gathering and stress is on one day.
Either option would be sensible, just depends what suits your setup best.
Hope it all goes smoothly for you whenever you decide to move them.