That combination - the footsteps on the roof plus the dog refusing to go out - is one of the most consistently reported patterns in close encounter accounts and also in certain poltergeist cases. Animals pick up on infrasound frequencies well below human hearing range, so whatever was generating those sounds above you, the dog was likely detecting far more of it than you were.
Worth asking: what did the footsteps sound like in terms of weight distribution? Evenly spaced like a biped, or more irregular? And did you notice any smell, temperature drop, or odd pressure in your ears around the same time?
I've been looking into these kinds of reports for about thirty years now, mainly here in Cornwall where we get quite a few, and the animal behaviour component is almost always the detail that separates genuine anomalous events from mundane explanations like foxes or birds. A fox on a roof doesnt usually freeze a dog solid with fear, it tends to provoke the opposite reaction.
Would love to hear more detail if you're willing to share it.