I lived in Tanzania for 2 years combined and I don't remember seeing a single sheep. I've seen a horse ONCE in some posh mzungu "high-class" place in Arusha.
I don't want to sound negative or anything, just trying to open valid discussion, but why are we learning these words? It's not something you would ever need. What's next? Polar bear?
My point is, I feel like there are far more important words for real-life situations (that I know from experience in Tanzania) then we are sometimes learning.
There are certainly sheep in Kenya. http://www.nation.co.ke/business/seedsofgold/My-two-decades-keeping-sheep/2301238-3489244-v644xy/
You speak swahili in many countries, and there are many contexts to do that. You never know if something is really unnecessary.