Classic combination that. Animal behaviour is honestly one of the more reliable indicators that something's going on - dogs especially pick up on frequencies we can't register.
Few things worth ruling out before jumping to conclusions though:
Thermal expansion - roofs creak and pop at night as temps drop, sounds surprisingly footstep-like, Urban wildlife - foxes, cats, pigeons in a cluster can sound genuinely bizarre up there, Infrasound - certain environmental conditions produce low-frequency sound that animals react to strongly, humans just feel vaguely uneasy
That said, the combination is what gets my attention. I've been documenting poltergeist-adjacent cases for about 20 years and the animal-staring-upward thing crops up repeatedly in witness accounts. It's not nothing.
Where are you located roughly? Urban, rural? And was the dog doing the silent fixed stare or the whimpering kind? Makes a difference. The silent stare is the one that puts me on edge personally.
Also - what time? 2-4am window has a disproportionate presence in these reports, which some researchers attribute to reduced electromagnetic interference from human activity, others to something else entirely.
Get a decent audio recorder up there if it happens again. I use a Zoom H5 for outdoor capture - picks up everything. Would be interesting to see what you actually got.
Anyone else had the roof-walking phenomenon specifically? I've seen it come up in abduction-adjacent accounts more than once, which is a thread I won't pull on just yet.