Thing for attaching your dog to your bike

does it end up with you going sideways at every sheep field?

Not personally but swedish friends use them a lot, I guess it depends how well behaved your dog is, would have to watch the dog carefully to make sure you aren't running it to death (literally)

I have used a lead that I hold onto before but it is a little sketchy!

we had one when we lived in Germany and it was pretty good, but our mut does not chase sheep! When we came back to UK we seldom used as pedestrians/car drivers/infrastructure just proved too much of a drama.