I'm very new to shadowpriesting, so my question is whether you have a separate sheep breaking macro for cancelling your own PW:S so that the backlash damage from SW:D is sure to break the sheep?

As of a long long time ago, even if the backlash from SW:D is completely absorbed it will still break incapacitate effects.

In other words, you do not need a cancelaura macro for that specific purpose. Related, however, you may want to make one for if you do happen to get caught in a poly and a mage is spellsteal spamming you so he can't grab your PW:S. But to be honest it's (in my opinion) not worth keybinding since it only really applies to duels.

Ah, thanks, really? Weird.

I used to play a rogue, and aborbed damage (or avoided through cloak or resists) doesn't get you out of stealth, for example.

Still, very useful that you seem to be getting out of sheep even if the damage is absorbed.