Thank you so much everyone. I will investigate rescue remedy but want to be sure its safe... and otherwise have a cosy hour in with a radio (not tried that), lots of hay, yummy lamb creep feed and 3 sheep. We also get low flying aircraft and yes, with fireworks they go on being scared, rather than just running around "hyper alert" as you say. I think it is because fireworks go on a while.
The vet did mention tampons - says she uses them occasionally in dogs at Guy Fawkes - but thought cotton wool might be softer. I am not sure if they will keep still enough to put them in, but will have a go. Not fair to formally "immobilise" them to do it I don't think ( they are huge and I am not very good at bringing them down, so it is traumatic for all of us).
Re the neighbours - one set of neighbours do at least warn me, but the other is a commercial sheep farmer and this is where the fireworks are to be on Sat. He would not be overly sensitive to the emotional needs of sheep re fireworks (although a very caring farmer to his animals in other respects, he does not identify with the smallholder/pet owner attitude to their flock) so no good there.
Thank you again. Will let you know if I find out anything definitive re rescue remedy. Might ask my sheep vet.