And the man who looks after sheep is called a shepherd (only one letter different from sheepherd).

This website lists seven different possible collective nouns for sheep.  However, of the seven, only herd is actually in use, in my opinion.  I have never heard anybody use any of the others.

http://www.thealmightyguru.com/Pointless/AnimalGroups.html

This site, however, does list herd as a possibility.

https://www.collectivenounslist.com/sheep/

Again I, however, have never heard anybody talk about a 'herd,' of sheep, as distinct from cattle.

It might, of course, be that there is some variation of regional usage.

However, I would urge any student of English that has to talk about sheep in any kind of language exam to use the noun flock as this is, by far, the most commonly used term.. it is possible that, if you say 'herd of sheep,' the examiner will never have heard of it either..

The sources I consulted said that a large group of sheep can be called a flock, herd or mob. Down on the farm, we always called a group of sheep a flock. 

These may be regionalisms, not sure.

I virtually never disagree with SuKi, but

Sheep live in flocks (not herds)

Cows and horses live in herds

Dogs in packs

Fish in schools

However moving a flock of sheep or a herd of cows is called "herding"

I live in Sheep country :-)