I think that's a puppy, not a lamb—probably a baby livestock guardian dog if I had to guess, though I admittedly have very little experience with herding dogs.
I don't think it looks sad. Puppies have so much energy; I think it's just excited for the opportunity to do what it was bred to (herding), and is having the time of its life so far. Momma may very well be elsewhere on the same farm 🩶
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But where is their moma.
Sad it's such on its own and no moma dog 😪
It just looked lost.