Many game time hours ago, I had the stray dog follow me. I told it to stay at my place at the College of Winterhold. When I returned it was gone. Now after probably a 50 to 100 hours of gameplay, I am walking along the shore of Solstheim and find a stray dog walking along by itself. The only dialogue options are either go away or go back home. I don't have a house fully built in Skyrim yet. I plan on visiting the College and house to see if the stray dog showed up. It must be a pretty good swimmer or sneaky enough to stow away on the little boat to end up on Solstheim.