Another way to tackle randomisation, is to use the sprite with a forward motion and every now and then modify it's angle, speed etc. This will give a greater variety of movement and make the sheep far more natural looking. I would consider abandoning the 8 direction for the sheep. There are a lot of permutations you can do. Instead of using the bullet you can event the forward movement. Combined with instance variables you can set sheep speed in the events also.
Have a look here: dl.dropboxusercontent.com/u/79803565/Hunting_test_superbad1.capx
I have not analyzed your sheep movement 100%, but I also think that your events are conflicting with each other, giving the sheep that epileptic fitting every now and then. A good idea is to work with a single idea, ie change direction every now and then. Get it working perfect. Then implement the next thing. It helps to see when one thing breaks the other.
Good luck