I would bring them inside at least overnight, and during the day maybe put them close to the house in some hurdles for a few days. Maybe put eartags on if they haven't got them. Also the blue marker spray stays on for a long time (if thats what it is), my hoggs still have their number from last spring on their side...
If it is that, it can only be a farmer (or someone who keeps/has kept) sheep before, most other people don't know about marker spray.
Up here there have been reports of sheep rustling, but I hope hat my shetland crosses are too wee to be of value to anyone...