In most cases an ordinary cattle van would be used. Some railways did have sheep vans during the pre-grouping era mostly in Scotland, but they weren't really seen outside of Scotland or used elsewhere. The LNWR had some sheep wagons during the 1860s-1870s, but I would imagine you aren't interested in those.
These are ex-Highland railway sheep wagons photographed in LMS days circa 1930.
Thanks for replies. I have been using 8t cattle van. I notice that the vans were double tiered.
Britain used to have a lot of sheep and I am surprised they did not dedicate vans for them.