I had two followers, Marcurio, the mage and the dog Vigilance. When starting the Companions Quest where you clear out Dustman's Cairn, your follower(s) are replaced by a Companion.

After the quest was completed, I was able to pick Marcurio back up in Riften. (Had to hire him again though). However, the dog Vigilance is nowhere to be found?

Not at the Companions Hall, or at my house, or back at the stables in Markarth?

Any suggestions, tried fast travelling a bunch to see if he would show up, but does not?