Right so this gave me proper chills reading it because something very similar happened to me about three years ago in my old house just outside Harrogate. Heavy footsteps on the roof, slow and deliberate, and my cat (RIP Mabel) just sat bolt upright staring at the ceiling for nearly two hours straight. Animals pick up on things we can't, that's something I genuinely believe after years of this stuff.
The fact your dog wouldn't stop staring is the bit I'd focus on. Was it tracking something moving? Or just fixed on one spot? There's a difference and it matters.
Have you done any EVP recording in the house? I'd be setting up a recorder tonight if I were you, sometimes you get responses right after an event like this when whatever it is still seems to be around. What's the history of the property, do you know anything about the land it's built on?
