All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
The story of the Prophet, sallallaahu ‘alayhi wa sallam, with the deer was reported by At-Tabaraani in Al-Mu‘jam Al-Kabeer. Umm Salamah narrated that, "When the Prophet, sallallaahu ‘alayhi wa sallam, was once in the desert he heard a caller saying, 'O Messenger of Allaah!' He looked around but did not see anyone; so he walked a little further. He, sallallaahu ‘alayhi wa sallam, again heard a caller saying, 'O Messenger of Allaah!' He looked around but again did not see anyone. The caller cried again; so the Prophet, sallallaahu ‘alayhi wa sallam, followed the voice until he came to a deer that was tied with a rope. The deer said, 'O Messenger of Allaah! This Bedouin hunted me down but I have two young bucks in this mountain. If you see it fit to release me so I may go and feed them, I promise that I shall return again.' The Prophet, sallallaahu ‘alayhi wa sallam, asked, 'And you shall return?' The deer answered, 'May I be tortured with the torment of the Ashshaar (the tax collector or literally the one who takes one tenth of the value of the goods as tax) if I do not do so.' So the Prophet, sallallaahu ‘alayhi wa sallam, released her and she went and fed her bucks and returned. While the Prophet, sallallaahu ‘alayhi wa sallam, was tying her up again, the Bedouin, who was sleeping near the deer, woke up and said to the Prophet, 'O Messenger of Allaah! Do you need anything?' The Prophet, sallallaahu ‘alayhi wa sallam, replied: 'Yes. set this deer free', so the Bedouin said to him, 'Then, she is free.' The Prophet, sallallaahu ‘alayhi wa sallam, released her and she pranced joyfully into the desert, kicking with her hind legs and saying, 'I bear witness that none is worthy of worship save Allaah and that you are the Messenger of Allaah.'
Al-Haythami said: "At-Tabaraani cited the report; one of its narrators was Aghlab ibn Tameem who is a weak narrator." [Majma' Az-Zawaa’id]
Al-Albaani said: "The chain of narration of this report is very weak." [Silsilat Al-Ahaadeeth Adh-Dha‘eefah]
Hence, this story is not authentic.
As for the story of Prophet Moosa (Moses) chasing the sheep or goat of Shu'ayb we did not find it in any of the available references.
Allaah Knows best.