She sounds like she's cold or either scared of the new dog. When ver my dog has to go to the vet she shakes the whole time because she's scared. She is also a maltese/pomeranian mix, and she's really little. She also gets cold easy and I keep little dog sweaters on her a lot. It's not that cold inside the house, but since she is so small she gets cold easy. How old is the maltese?

Genny