Mid- and late-pregnancy ewe shearing affects lamb neonatal reactivity and vigour

•Shearing ewes during pregnancy affected neonatal lamb behaviour.•Time of ewe shearing and litter size affected neonatal lamb behaviour.•Effects of mid-pregnancy shearing were positive for singles but negative for twins.•Mid-pregnancy shearing improved resilience of neonatal lambs to a cold challenge.•Lambs with favourable vigour responses had lower blood glucose levels.