Been following this thread and had to chip in because something similar happened to me a few years back in my old place near Macclesfield. Dog was going absolutely mental staring at the loft hatch for about 45 minutes, wouldn't settle, wouldn't look away. I went up and found nothing but the feeling in that space was horrible, hard to describe but just wrong.
The roof walking thing is interesting. Whatever it is it seems to be a fairly common report, more than people realise. Animals picking up on it before humans do is almost always part of the story aswell.
Have you checked whether theres been any BEK sightings or general high strangeness in your area recently? Sometimes these things cluster. What breed is your dog and how old? Younger dogs sometimes react to stuff older ones have learned to ignore, or it goes the other way entirely.
Would love to hear what happened the following night if anything did.