To describe animals "living their last days in fear and horror" is a bit over the top.
Does anybody really believe that animals have the capacity to reason that "we are headed for the barbaric meat trade somewhere because I read about it in the newspapers. Oh Dear!" No they don't. They don't even know they are going on a journey.
While working at Jeddah airport many years ago, I had to drive through the Saudi Air Force area and watched a trio of goats being prepared for dinner. The first one was grabbed and wrestled a bit and as quick as you like, the butcher had slit it's throat with a very sharp knife. In a very short space of time, it was unconscious and just as quickly, dead. The goat's 2 mates stood idly by, watching the whole process and didn't decide "Oh dear! This looks grim, Cecil has just had his throat cut. We really ought to bugger off". No, as animals are expected to do, they stood and watched, no doubt wondering where their next bale of hay was coming from. By the way Allan, this also partly answers your point. Halal slaughter is barbaric if you read the Sun. If you read the Star, it goes up a notch to "Really Barbaric" and Outrageous" if you read the Mail. None of the English press ever complains about Kosher slaughter. It is identical to Halal and has been going on here for centuries but nobody mentions it.
Back to the original post; where is the evidence that these animals are off to be slaughtered in horrible circumstances? If they are being sold into Europe, then the EU has rules governing the welfare of animals.
Also, if the numbers are "a few thousand sheep" then I don't think the comment re British jobs in the meat trade is relevant. Approximately 9 million sheep are slaughtered each year in the UK so a few thousand will make no difference at all to the jobs in that industry.
I think it might be better to protest about things like people having nowhere to live or human trafficking etc.