I can guarentee you that you can't train a Pyrennes.  It's like trying to train your cat and almost impossible to change. Ours comes to us when she see's us too, but only when the sheep are in the yard with her.  As long as she spends most of the time with the sheep I wouldn't worry about it.  In fact, I'd trade Pyrennes problems with you.  Our's goes over to the neighbors and guards THEIR sheep.  They are 3/4 mile away but she goes back and forth.  As I've often said, Pyrennes are blonde for a reason.