"To think people saw her and shooed her away is very hard," Ms Burns said. "She apparently crawled into the cafe on her tummy."
Penny went missing on October 8 and was last seen at the cafe.
Ms Burns said Penny was a great sheepdog, just coming into its own as a worker.
The couple have posted to Facebook, visited pounds, SPCAs, vets and police. The young huntaway female is brown, black, tan with one white paw.
She went missing while the boss was crutching sheep.
The dog has a nearly identical sister, Flo, which has been assisting in the search.
Between picking up Penny's workload and searching for Penny, Flo's little legs were "very tired".
"They (the dogs) were always together."
Ms Burns said when she spoke to cafe staff they said Penny was "timid and scared".
"How tragic to know she is so frightened and looking for help," Mrs Burns said.
Her partner took amazing care of his animals, she said.
Mr Feetham put new woollen carpet in his dogs' kennels every winter.
"They are my workers, they are my girls, I need to look after them," he said.
The couple are still holding on to hope that Penny will come home.
If you see Penny or might know where the dog is, contact Lynette Burns on 0274994462.