I'd like to know is there any research reported about the effects of steroid hormones such as pgf2α or progesterone on gastrointestinal nematodes of sheep?
Regarding your interesting question, I attached a review article (dated 2015), that would be of some help.
In fact, the specific approach to the subject (relation between parasites and endogenous steroid hormone profiles in ewes) seems quite new, I suppose, since no clear (direct) knowledge is available in our minds.
To give some little personal comments: Due to the stress of pregnancy (immuno-suppressor effect of progesterone), we all know not to use antiparasitic drugs during early (first 30-60 days in ewe-cow) or late (last trimester) periods of pregnancy. In the field, I witnessed unfortunately that inappropriate usage of Albendazole (at normal dosage for cattle) by the farmer led unfortunately to abortus in heavy pregnant cows under poor management conditions (drug side effect). We are also advised as researchers and field practitioners to cleanse the body of female animals before we conduct any research on or inseminate them afterwards.
Sorry for the tiny amount of data provided and insufficient experience given.
Nice question indeed. Evidence indicates that steroid hormones have an influence on the development and course of parasitic infections. The host gender's susceptibility to infection, and the related differences in the immune response are good examples of the host-parasite interplay. See doi: 10.3389/fnins.2015.00224