In ancient China mythology, which immortals were ridden by sheep?

There are five immortals riding horses and herding sheep in Guangzhou, named Wuyang Immortal.

According to legend, one year, due to successive years of disasters, Chuting farmland was barren, agriculture was completely harvested, and the people were hungry and cold. One day, five auspicious clouds appeared in the sky. There are five immortals dressed in red, orange, yellow, green and colorful clothes, riding five fairy sheep of different colors, each with a rice with six ears in its mouth, and slowly landing in this city. The fairy gave the rice to the people, leaving five sheep, hoping that there would never be a famine here, and then flew away.

It is Guangzhou.