Does my dog sense a ghost?

[Karen]

Your poor Setter is probably frustrated because he hears those critters (or that critter) and you just don't get it, even after he's pointed it out and told you!

[Mazie]

When I was younger I had a dog that kept going into my closet and barking. The closet shared a wall with our garage. My parents set a trap thinking we'd catch a squirrel or mouse. Nope. We went out to the garage later that week and found a raccoon crammed into the trap designed for an animal the size of a squirrel.

[Flatcoatluver]

Welcome to pet talk glad to see someone on here with another english setter!
He probally hears something and smells it like the everybody else said.