Well, you have clearly done a good thing with rescuing the ewe from a nasty and neglectful situation, also the horse and dog
I take it that the ewe has no ear tag? Sheep don't have passports, papers or similar, just an ear tag and a movement document (a piece of paper or it's done online), so what you are needing is somewhere with a sheep CPH number who can tag the animal, and write in her record where she came from originally (just 'found' would probably do
) I appreciate that your father is having health issues but perhaps you could tag the sheep using one of his tags and put her through his books? Then you would still have to find a home for her, but at least she would have a tag (red tag).
You do seem to be very worried that you would be 'in trouble', but I don't see why (without of course knowing the details which we absolutely don't need to know). As someone else has said, sheep go missing and are found wandering sometimes - all you have done is to rescue and care for a sheep which had been abandoned. You know your back story, but no-one else has to, so just start afresh
If you don't know any other smallholders, then a charity would usually help, or at least give you advice on where to start looking for the right place.
Is the ewe with you at the moment? When she joins a flock, the new owners will need to quarantine her for the health of their flock, as would your father had he been able to take her.