What is the most logical next event?

How to care for a sheep with pneumonia
Remove the sick sheep from your herd.
Pneumonia, in some cases, can quickly spread from one sheep to another and result in deaths. Take the afflicted sheep and put them in a quarantine separate from the rest of the herd making sure they do not share grazing land, food, or water supplies.
For recovery sake, you'll want them to be placed in a warm and dry environment. This will prepare them to weather symptoms better as humid environments can exasperate breathing problems and extreme temperatures can hinder recovery.