Icelandic sheep today in the USA exist in a variety of colors including
black. We raise sheep from Finland that have many of the same
characteristics. The further back in time you go with sheep the more
color there would be in the wool. Humans have selected white sheep
because white takes dyes well. Nonetheless the genetics for black
(recessive in all but about a dozen breeds of sheep worldwide) are there
and were there all along. I think you have to assume that there would
have been black sheep as well as reddish brown, several shades of grey
and tan.
Grace