This is a end of the world type movie. There is a family dog, however, during a storm that dog runs off, and we never see him again. It is assumed that the dog has died, but we don’t see anything happened to it.
We never see any dead animals in this movie. At the beginning of the film there is a pasture with several heads of cattle that are just standing in a storm. And there is a family dog. But they all are never seen again. This is an end of the world type movie, so it is assumed that they somehow just died. But we never see any harm come to them.