Kirsten I'm no expert but my first thought was to bring Dino inside and make him stay in. Maybe once he realizes that he can be inside comfortably with Peggy he won't be so upset anymore. He may feel like the inside has become Peggy's domain and he thinks he can't come in.

I would bring him in and make him stay for a while so he and Peggy can work things out on the inside.

I sure hope everything works out soon because it is going to get cold!