If the sheep is following player 1 scout, it will still belong to player 1 after scout conversion to player 2 and continue to follow him providing map info for player 1.
I can confirm that this remains a bug. Converting an enemy scout that has trailing sheep will convert the scout, but the sheep remain the opponent’s color. The sheep will continue to follow the converted sheep.
Thank you for reporting @Fasjeit and @BrianLinOnline. This is in our queue, but I have no idea when we will actually get to it. We will investigate when we can, though. Much appreciated!