Shirley is Shaun from A Close Shave.Look here, Shaun is an eating machine of, err...MASS EATING! in A Close Shave, but in this series, "Shaun" is not that hungry, while "Shirley" EATS AS MUCH AS SHAUN in A Close Shave. Therefore my theory is "Shirley is Shaun". "Shaun" is just Shirley's son(, and Shirley doesn't have to be a girl - It says this on the Aardman website). Shaun changed his name and gender (on his identity ONLY!) so Wallace and Gromit wouldn't find him.
All the sheep except for Shaun and Timmy are female.Because that's how a farmer would do it, to prevent fights between males. Yes, that means Shaun is Timmy's father.