From what you are describing, I would have thought that the lamb had died in utero. We have had this with a couple of ewes this year.The cause isn't always clear....sometimes the placenta just fails. Maybe have them scanned next year? try not to feel too bad about it.
We get our sheep scanned, but even then the scan is not 100%. This year one of our lambs born dead was to a ewe who was scanned for twins.....but she had triplets. Another scan said triplets, but she had 5.....4 of which survived (only one could be left with the ewe as she has only half an udder).
I worry myself witless about retained placenta, too, Bonbean. I had always thought it has to be gone by 24 hours, and usually it is out within an hour or two of birth. I've had the vet out to give oxytocin before. This year was different, though. A ewe had retained (beyond 24 hours) placenta. I called the vet. He asked how the ewe was and was she feeding her lamb.....ewe fine, feeding lamb.He asked if I had tugged the placnta.....I admitted,,,,yes, just a little, stuck fast. He then said that it probably wouldn't dislodge with oxytocin. He told me to collect antibiotics (Draxin) to give to her, and to examine her daily, and that he would come out to see her if it didn't eventually pass or if she became unwell. The placenta came out DAY 5, and ewe and lamb remain very well. I have not known this method of management before, but it worked with her. Apologies for rambling on your thread, Danner.
Sandie