I agree that ponies can definitely kick sheep. I've got a welsh cob and a shetland-like 11 hand pony and they are very good with the sheep, so I am lucky.
The sheep can get under the fencing that the ponies cannot get under so they aren't in tight quarters. However, the sheep have occasionally taken up residence in pony stables that I leave open so the ponies can come and go. They move when the ponies come in (usually), but could potentially get stepped on, I suppose, as they are lying there as though they own the place!
They have their own shelter but, apparently, also their own minds. Everything may change with smaller sheep/different breed and I'll have to adapt.
I am thinking of separating incoming lambs until they get much bigger. This, for a number of reasons, including that the are so small they might get under the horse's feet and into trouble.