1 sweet vegetable cake will take any level, mostly found in snow biome but also spawns in forests etc but very rare. When looking for them use a pteranodon so you can move faster and a carry a grappling hook as when attached to the sheep you can pull it to your base while riding ptera.
You find them (most often) up in the north biome, at the blue obelisk. As of now, they need to be born on a ceiling (One tile above where you want them), so they will not fall into the water under the map or other unaccessible places, warning, with this method they will still fall through the ceiling, but they will fall onto the foundation underneath, allowing you to claim them there. Another warning, The baby ovis needs to be claimed immediately, or else it will die of starvation, it will also have abnormally low weight, so be sure to feed it very often.