We have no trouble with foxes, they walk through the field and the ewes take no notice, so obviously don't feel there is any threat. Stray dogs, on the other hand, is quite a different matter. Being scavengers, foxes will clear up afterbirth and still births, but I have never witnessed an attack. If I actually saw it, as opposed to making assumptions, then I might reconsider, but the foxes here seem content with easier prey. There are plentiful rabbits, and no shortage of rats in the dykes.
I don't know if it makes any difference, but my sheep have good horns and know how to use them. The ram is in with the ewes all year, and is very protective.
I don't pretend to know all the answers, but would assume that over the generations they would have evolved some form of defense when kept as naturally as possible. Although dogs are something they would not have had time to develop a strategy against.