Pat, I responded b/c the same thing happened to my two grass fed only sheep. They ate horse feed and BOSS.
I didn't really have any other advice except watch and wait or call a vet. I did the former. Thankfully, they were fine and after 12 hours of them just grazing, I finally relaxed.
The sheeps are currently having really nasty semiliquid poo, which they also slept in, which is really gross... but I don't knwo whether that's from the grain or from the oil I put into them. They are acting normal aside from preferring hay over grass. One of them was running all over playing tag with Lambert, very cute.
So I will keep a close eye on them. No grain for them for a few days, though! Shetlands seem totally fine, I suspect they really *didn't* get into the bldg.
Major casualty, aside from Pat's blood pressure and gray hairs, has been my little potted fig tree and 10 tomatoes overdue for transplanting (was going to do them today, in fact)... what with all the sheep checking, I apparently never closed the coldframe last night, and they got frosted pretty good :/ Fig tree may grow new leaves and recover, two tomatoes *might* be ok, rest is a loss. Sigh. I suppose I'll have to go buy some started ones now. Oh well, better them than the sheeps.