Something very similar happened to me about three years ago in Lancashire - heavy footsteps across the roof, slow and deliberate, not like a fox or bird at all. My lurcher (usually fearless, honestly) pressed herself flat against the kitchen tiles and wouldn't move until gone 6am.
A few questions worth considering for your case:
What time did it start? Mine was consistently between 2-4am, which I found significant, Did you notice any temperature drop inside the house? Not just outside - inside, Were there any visual anomalies beforehand, even something you dismissed as tiredness?
The dog behaviour is what I keep coming back to in these reports. Animals don't perform. There's no rational explanation for a healthy, confident dog refusing to cross a threshold for hours unless something genuinely registered on their senses that we missed entirely.
I've read quite a few accounts on here with near-identical details - the roof movement, the animal refusal, the sudden end with no explanation. It's becoming a pattern I'd like to properly document.
Did anyone else in your street seem affected? Neighbours, other animals? That's often the detail that gets overlooked in the immediate aftermath.
Would be worth keeping a log if it happens again - date, time, duration, weather conditions. Even a basic voice memo on your phone in the moment captures things you'd otherwise forget by morning.