Green’s Dictionary of Slang

Cotswold lion n.

a sheep.

c.1538		Thersytes (1550) A iv: None in chrystente With me to medele dare be so bolde Now haue at the lions on cotsolde.
1562		W. Bullein Bk of Sicke Men and Medicenes fol. 73: Trembyling, lamentable lokes, as bolde as Geese, or Lions of Cotswolde Heath.
1600		Munday & Drayton Sir John Oldcastle II i: You old stale ruffian, you lion of Cotswold .
a.1618		J. Harington Epigrams III No. 18: Loe then, the mystery from whence the name / Of Cotswold Lyons first to England came.
1768		J. Ray Proverbs (4th edn) in Bohn (1855) 204: As fierce as a lion of Cotswould i.e. a sheep.
1785, 1788, 1796		Grose Classical Dict. of the Vulgar Tongue.
1856		Cheltenham Chron. 9 Sept. 4/3: The Cotswold sheep [...] is a fine, handsome, noble-looking sheep. In old times no language could be too hard or too depreciating to be applied to him: a ‘Cotswold lion’, a ‘Cotswold jackass’ was used some twenty years ago.
1886		Bury & Norwich Post 21 Dec. 4/7: An ‘Essex lion’ is a calf, just as a ‘Cotswold lion’ is a sheep’.
1903		Gloucester Jrnl 31 Jan. 8/1: Not forgetting the famous Cotswold lion (sheep) (laughter).