Classic "dog knows something we don't" situation, and honestly the dog is always right, full stop.
I'd want to know the roof material and pitch first because foxes on a tile roof sound absolutely enormous compared to what they actually are, genuinely thought I had a person up there once and it was just a fat urban fox doing laps. That said, dogs refusing to go outside is the bit that gets me - mine has no self preservation instincts whatsoever and will bark at a crisp packet but he went full statue once near an old farmhouse in the New Forest and wouldn't move for anything.
What area are you in roughly? Asking because some locations just have form for this sort of thing and the pattern matters more than people think. Also worth checking your roof in daylight for any claw marks or displaced tiles, not because it definitively proves anything but its useful data either way.
What did the sound actually remind you of - rhythmic footsteps or more random scrabbling?