The ewe did not have a mark on her, but never stood up again, and would not drink nor eat. The vet could do nothing

I had a little trouble following your ewe story at first, wwh.

I take it a lamb is a baby sheep and the ewe in the story is its mother. It take it the ewe went in search of her baby lamb and found it dead [half-eaten].

Is it possible the ewe died of a broken heart?

Dogs are known to grieve for their deceased owners. I have heard stories, possibly apocryphal, that some mother animals will grieve for a dead offspring.

Is this possible with sheep?

Evidently, your vet didn't think so or he wouldn't have charged you so much for doing nothing. [I'm giving him the benefit of the doubt, of course.]