Don’t know what might have happened but even after starting a new game sheep became fearless - i.e. not moving at all when approached. Restarting the game doesn’t help and I wonder if there are any caches that may have become corrupted.
I’ve found a strange workaround though: When I open and close the inventory, the sheep will move right away (I was able to herd the lost sheep using this method).
Game version:
TECH_ALPHA_main_13129_114
when I tried this quest the sheep wasnt moving either. Only when I tried it several times it moved all of a sudden.
Still not enough to solve this quest when I dont want to do that for an hour or something.
I could try the inventory thing though.
Not only are the sheep not moving, but in the last two days, the shepard has not appeared in his normal spot near the sheep pens in order to start the missing sheep quest. I have started and restarted multiple times over the last two days with no luck.
Same for me. The sheep become statues when approached (lost sheep as well as the herd) and second mini quest becomes impossible to complete. The chat with the shepherd has no impact on the frozen animals 
to open the inventory helped for me yesterday and I completed the quest but I did not get a torch!
and now when I try to do it the sheep is not moving even if I open/close the inventory
I made a video of it:
version: TECH_ALPHA_main_13129_114
[my dxdiag file][1]
edit: today it worked again but only when I opened/closed the inventory. I talked to the shepherd and got the torch, too.
[1]: https://de.scribd.com/doc/244880898/DxDiag
Some of the sheep are moving though. And I could ride it! Jumped on top of it and when it ran away I stayed in standing position riding along 
! Maybe should put that on some list.
Stationary sheep bug with in-game inventory quick fix with video.
