I... I think so. Hold on, Haine will write this all down in a chart so we can figure it out!

People who will become more suspicious if Heat-san is revealed as a sheep:
Pi-san (BAD)
Axel-san (GOOD)
Serph-san (GOOD)
Maybe Pink Hair-san? (GOOD)
??? (anyone else?)

People who will become more suspicious if Gokudera-san is revealed as a sheep:
Me (BAD)
Axel-san (GOOD... ah, poor Axel-san can't really win either way...)
Watch Theory-san?
???

... Am I missing anyone? It's difficult to keep track.