That's a classic combo right there - the animal reaction alongside the noise almost always gets my attention more than the sound alone. Dogs especially seem to pick up on something before, during, and after these things happen, not just in the moment.
Where are you based roughly? Rural or built up area? I've had similar at a farmhouse in Dorset a few years back, heavy footsteps across the roof tiles, my mates dog absolutely lost it. We eventually put it down to a fox but honestly the weight of the sound felt wrong for that, foxes are lighter than people think they are.
Did it sound like it was moving with any kind of pattern or rhythm to it, or more random? And how long did the dogs stay fixated after the noise stopped? That detail matters I think, because if they were still staring well after the sound ended theres something worth looking into there.