Who wrote what?

I was wondering if there is an exact list of which members of PF played which parts of songs. Because despite credits going to certain artists there are some songs which must have had collaboration with the fellow band members but they are not credited. For example, at the begining of sheep there is a an electric piano solo which surely must have been wright and yet only waters is credited for the song. Or the solos in free four, waters does not have that kind of lead guitar capability yet gilmour is not mentioned.

The credits you mention are for the song's composer only. "Writing" an improvised instrumental solo is generally not considered substantial enough to warrant the share of royalties that comes with a composer's credit. So Roger wrote the chord progression and lyrics of "Sheep," but the solo would change every time Rick played it on stage so it's not really part of the composed song structure. Likewise with "Free Four," etc.

A complete listing of who played what does not exist, but some people have tried to make educated guesses. Generally, Gilmour handles all the guitar work and Roger the bass parts from 1968-1975, they switched places a lot after that and of course Syd played guitar before that. Rick played all the keyboard parts until 1972, when Roger and Dave started to get into synthesizers. Nick does percussion on most tracks, but there are quite a few exceptions ("Remember A Day" had their producer Norman Smith behind the drumkit, Dave played drums in the studio on rare occasions, Roger banged the gong a lot as my avatar suggests, and quite a few session players helped out on a lot of drum parts from 1979-1987).

I've red somewhere that Gilmour played bass on "Fat Old Sun" and also some of the bass parts on "Echoes" and "A Pillow Of Winds". Roger played some of the guitar parts on "Fearless". I can't remember where I have seen this.

And as Botley didn't bother to mention, both Dave and Roger played bass on "One Of These Days".

You are quite correct on all counts. There are exceptions to every rule!

A new revelation: both Nick and James Guthrie (of all people) are playing drums on "The Happiest Days of Our Lives."

I've always though that Dave cheated on the Narrow Way Part 3, but now I know.

Some people think he plays absolutely everything on "Fat Old Sun" as well. The drums certainly sound like him.

Gilmour has said that he played bass on quite a lot of tracks, especially on Animals, and earlier recordings.

I'm pretty sure "A Pillow of Winds" is Dave's bass playing, and he's definitely on "Sheep" and "Pigs" but everything else is questionable.

sheep sounds very waters to me

That sounds fair...

I will mention the few examples I am aware of and have not seen mentioned above..
Dave played the slide bass on "Hey you"
On stage, during the Animals tour, Snowy White played the bass
on "Sheep" and several other songs from their set.
I have also heard it mentioned before that Rick wrote A LOT
of the chords and chord progressions the more obscure songs
like "Dogs" and "Don't leave me now"

Uh, where?

I can't remember where. In a magazine I believe. It makes sense though. Generally keyboard/piano players are more inclined to come up with jazzy progressions like that because they are more familiar with musical theory.

I wouldn't say the "Dogs" chords are all that special, they can be found fairly easily on the guitar.