Axe has some unique lines for getting hexed.

Code:
Response axe_CustomIsMorphedSheep
{
	scene "scenes/axe/axe_axe_sheepstick_01.vcd" nodelay noscene respeakdelay 30
	scene "scenes/axe/axe_axe_sheepstick_02.vcd" nodelay noscene respeakdelay 30
}

Rule axe_CustomIsMorphedSheep_Rule
{
	criteria Custom Isaxe IsMorphedSheep
	response axe_CustomIsMorphedSheep
}

Response axe_CustomIsMorphedPig
{
	scene "scenes/axe/axe_axe_sheepstick_03.vcd" nodelay noscene respeakdelay 30
	scene "scenes/axe/axe_axe_sheepstick_04.vcd" nodelay noscene respeakdelay 30
}

Rule axe_CustomIsMorphedPig_Rule
{
	criteria Custom Isaxe IsMorphedPig
	response axe_CustomIsMorphedPig
}

Response axe_CustomIsMorphed
{
	scene "scenes/axe/axe_axe_sheepstick_05.vcd" nodelay noscene respeakdelay 30
}

Rule axe_CustomIsMorphed_Rule
{
	criteria Custom Isaxe IsMorphed
	response axe_CustomIsMorphed
}
IsMorphedSheep does not work currently. There is one source of Hex which turns you into a sheep (well, into a young sheep, a lamb). And this is Shadow Shaman's Hex while having the "Lamb to the Slaughter" / "Golden Lamb to the Slaughter" immortal item equipped. It would be a rarely used response and would be the first hero to interact with a cosmetic item of another hero.