She's since been seen living in bushes in the central reservation - that's right in the middle of the motorway.
Her owner Bernadette Palmentier has called for her but police think the noise of the traffic is confusing Lea.
Bernadette says she's amazed Lea's still alive: "She's used to having her food served on a plate. I don't know how she can survive."
But she added: "I won't give up, I want her back home."