I came across an old jeb_ sheep and noticed it wasn't changing colour. I took an old jeb_ spawn egg from a chest and spawned it and it didn't change colour either. But if I rename a spawn egg or use a name tag on a fresh sheep it works. I changed the old ones to another name and back to jeb_ and they work. But afterwards realised that a jeb_ sheep that fails to change colour might be a collectible thing. Oh well, I don't have any now.
The jeb_ detection on the client is super wonky. There is no server side data that controls it. It is purely whether the exact component naming of the entity matches. Totally possible it will break again.
