I was having a problem with the pigs and hens. I solved it quickly by feeding them constantly. The moment I decided to feed them all the time, the females got pregnant.
It's the same with the hens and roosters, but I think it's kind of a bug. I had 3 eggs that were being incubated by a hen until there were 12 hours left, but then the hen stopped incubating them. I took the eggs out and fed them constantly, and after that, the next eggs were successfully incubated.
I don't have sheep in my current game, but in previous games, it was the same as with the pigs—they need to be fed (including the males) in order to breed. To avoid wasting too much food, I just check if they are in the breeding state. If they aren't, I feed them every 2-3 days.