Sheep milk by-products are commonly consumed in Western Europe, mostly cheese made from sheep milk like feta and ricotta.
The allergenic proteins in sheep milk are generally split into albumins (commonly called whey) and casein. In human milk the split is usually 60% whey to 40% casein. In sheep milk the split is 20% whey to 80% casein. This is a very similar composition to cow’s milk. This massive difference in composition is thought to be the cause of what causes IgE allergic reaction to mammalian milk, with most people being allergic to casein proteins in the milk.
Sheep milk or cheese are not suitable alternatives for people suffering from cow’s milk allergy.
I have put together some more comprehensive resources at http://www.allergyresources.co.uk/Sheep.php
The allergy resources page for sheep milk covers the key allergens, which allergic syndromes are linked to this allergy and other foods which are commonly cross reactive with sheep milk.
There is also regularly updated links to useful websites specifically for sheep milk allergies and the latest research papers on the topic.
If you have multiple allergies and are interested in how they are linked or want to find out more about food allergies outside the usual top 14 then you can follow me on Facebook or Twitter, where I share a food allergy card every day of the week.