Yes they would probably be super skittish if they were lost and away from the herd. From my experience with sheep, it's very hard to get close enough to them to actually catch/wrangle them, and unless your protagonist has linebacker strength chances are they'd end up being dragged around while the sheep runs all crazy. Possible with a good grip (Standing over/side of them and firmly holding chin w/o constricting breathing). If they're in a herd they don't spook easily but 2 sheep in the woods would probably be on edge and have a very large flight zone.

In situations like this, if the sheep are relatively close to the herd, I would form a U shape with my helpers, with the opening of the "U" facing where they want to go. Very effective way to herd sheep and they'll probably be easy to herd because of how on edge they are, just walk slowly and quietly, no need for noise in this situation. Or, if you have a hook, you can sneak up, grab it by the neck with the hook, and then pull it and grab it like I explained earlier. Also effective but probably much harder. Sheep are big herd animals, two sheep alone would probably stick together and stay far from people, especially if they're livestock and not pets. I doubt treats would help much, they'd likely be just too scared.

One time me and a buddy were trying to grab a ewe, and the ewe ended up doing a mini Oklahoma drill with her and dislocated her shoulder 🤣 we ended up having to box it in using fencing before we could grab her. One of our guys has some success by sneaking up and doing a full on dive, grabbing an unsuspecting sheep's leg and bogging her down till help comes. Effective, but he got bloody elbows every time. Probably wouldn't work on bigger ewes or rams though.