Normal stock mesh, not just wires, but with two tensioned plain wires at the top, not barbed. I think they are less likely to be interested in jumping into the road, than climbing up the wall into the maize field (sheep originated as rock climbers), or eating the hedge, stripping it of bark and shoving through. Or yes, getting caught up if it's spikey.
Other places to check are the bottom of the fence, where lambs could squeeze under if the ground dips, or at gates where large lambs or small ewes can push through if the gap between the posts and the gate uprights is too wide. Similarly they can push under a gate. The one thing our Shetlands have never done is to jump a fence - Soays yes, Jacobs yes, the neighbour's cattle yes, but not Shetland sheep. I would fence the whole field.