I very much doubt it!
Not only is the term "sheep" used consistently throughout the bible as a symble of Israel, (a big reason being because of the Passover Lamb coming through Israel), but also Jesus had not come but to the "the lost sheep of the House of Israel" (Matthew 15:24) and so any referrence to Gentiles here would have been out of place, or, at the very least, cryptic in the extreme (i.e. meaningless to His audience).
It seems much more reasonable to think that Jesus is simply saying that He intends to gather together all the Jews who were scattered all over the place (i.e. outside of Israel). Jesus even used this idea of scattered sheep just a couple a verses before...
John 10:11 “I am the good shepherd. The good shepherd gives His life for the sheep. 12 But a hireling, he who is not the shepherd, one who does not own the sheep, sees the wolf coming and leaves the sheep and flees; and the wolf catches the sheep and scatters them.
And it is a common theme throughout the bible...
Ezekiel 11:16
Therefore say, ‘Thus says the Lord God: “Although I have cast them far off among the Gentiles, and although I have scattered them among the countries, yet I shall be a little sanctuary for them in the countries where they have gone.” ’ 17 Therefore say, ‘Thus says the Lord God: “I will gather you from the peoples, assemble you from the countries where you have been scattered, and I will give you the land of Israel.” ’
Ezekiel 34:20 ‘Therefore thus says the Lord God to them: “Behold, I Myself will judge between the fat and the lean sheep. 21 Because you have pushed with side and shoulder, butted all the weak ones with your horns, and scattered them abroad, 22 therefore I will save My flock, and they shall no longer be a prey; and I will judge between sheep and sheep. 23 I will establish one shepherd over them, and he shall feed them—My servant David. He shall feed them and be their shepherd.
30 Thus they shall know that I, the Lord their God, am with them, and they, the house of Israel, are My people,” says the Lord God.’
31 “You are My flock, the flock of My pasture; you are men, and I am your God,” says the Lord God.
Psalms 44:11
You have given us up like sheep intended for food,
And have scattered us among the nations.
Jeremiah 31:10
“Hear the word of the Lord, O nations,
And declare it in the isles afar off, and say,
‘He who scattered Israel will gather him,
And keep him as a shepherd does his flock.’
Jeremiah 50:17
“Israel is like scattered sheep;
The lions have driven him away.
First the king of Assyria devoured him;
Now at last this Nebuchadnezzar king of Babylon has broken his bones.”
18 Therefore thus says the Lord of hosts, the God of Israel:
“Behold, I will punish the king of Babylon and his land,
As I have punished the king of Assyria.
19 But I will bring back Israel to his home....
Micah 2:12
“I will surely assemble all of you, O Jacob,
I will surely gather the remnant of Israel;
I will put them together like sheep of the fold,