Used to be the sheriff was the #1 LEO in the county and could escort these folks across the county line.
Still is if they keep the authority. It is part of the state constitutions. If they accept federal bribery money, they have given up their control.
Regardless of what we’d like to think, a sheriff has no control over federal officers investigating a federal crime. Plenty of sheriffs have gotten themselves in deep legal trouble by thinking otherwise.