Too late to be of use, but I don't think there is any vegan sherry. If you're buying it anyway, look for something cheap and dry - you don't want dessert sherry.
If you do want something vegan, an acceptable sub would be unfiltered sake. And here's a site that offers advice on a some brands of wine & beer, but they never seem to list much that I see in stores. http://www.barnivore.com/