Hello Isabeau
Have you thought about getting a vest for Sheena that indicates that she is an assistance dog. I've found a website in the USA that makes them with Service Dog written on them
Here If she wore one of those when out, people like the store manager would see she was working for you and would be less likely to confront you :)
Good luck with training Sheena :)
Lesley
PS Have just looked at the site properly and they do more than vests! They have little chest shields and leads and all sorts for assistance dogs :D