First of all, I approve of your obsession. I'm sure Nate does too lol.
I also have a thing for golden retrievers lately, I had the pleasure to meet one on a ferry trip and spent half the day sketching him.
Regarding the side to side wag, it means the tail should give the illusion of being bent towards us, and then behind the tail.
This would probably mean having 3-4 pieces to replace, the straight tail, the base of the tail, the tip of the tail in front, the tip of the tail in the back (these two could be the same image), you could connect the two parts of the tail by turning them into meshes and having the same weights on the parts that should connect, and there are various bones configurations that allow you to do this.
Overall, a very interesting topic, makes me want to try and do it as well!
Will it be in the same style of the sheep?