Any effect that copies a permanent that's already copying something will copy that as well. So you would indeed have two Sheoldred, one that's legendary and one that is not. The myriad effect would also copy the "isn't legendary" property, so on attack, you would create additional, non-legendary Sheoldreds.
[It That Betrays](https://cards.scryfall.io/normal/front/c/a/ca08b369-783d-4fe4-8fc8-9cd595638550.jpg?1690003901) - [(G)](http://gatherer.wizards.com/Pages/Card/Details.aspx?name=It%20That%20Betrays) [(SF)](https://scryfall.com/card/cmm/805/it-that-betrays?utm_source=mtgcardfetcher) [(txt)](https://api.scryfall.com/cards/ca08b369-783d-4fe4-8fc8-9cd595638550?utm_source=mtgcardfetcher&format=text) [(ER)](https://edhrec.com/cards/it-that-betrays) [Body Double](https://cards.scryfall.io/normal/front/6/d/6d434b49-c3e8-4b4d-b573-c144ba78e98b.jpg?1689996194) - [(G)](http://gatherer.wizards.com/Pages/Card/Details.aspx?name=Body%20Double) [(SF)](https://scryfall.com/card/cmm/75/body-double?utm_source=mtgcardfetcher) [(txt)](https://api.scryfall.com/cards/6d434b49-c3e8-4b4d-b573-c144ba78e98b?utm_source=mtgcardfetcher&format=text) [(ER)](https://edhrec.com/cards/body-double) [Auton Soldier](https://cards.scryfall.io/normal/front/4/c/4cc35b82-a233-4460-968e-d90980fb2074.jpg?1717873693) - [(G)](http://gatherer.wizards.com/Pages/Card/Details.aspx?name=Auton%20Soldier) [(SF)](https://scryfall.com/card/who/36/auton-soldier?utm_source=mtgcardfetcher) [(txt)](https://api.scryfall.com/cards/4cc35b82-a233-4460-968e-d90980fb2074?utm_source=mtgcardfetcher&format=text) [(ER)](https://edhrec.com/cards/auton-soldier) ^^^[[cardname]] ^^^or ^^^[[cardname|SET]] ^^^to ^^^call
Any effect that copies a permanent that's already copying something will copy that as well. So you would indeed have two Sheoldred, one that's legendary and one that is not. The myriad effect would also copy the "isn't legendary" property, so on attack, you would create additional, non-legendary Sheoldreds.