You forgot to flair your post! I've gone ahead and fixed that for you. 

Unfortunately adding an entire new animal to the game is not easy at all. Animal meshes are the hardest to make look good. 

It would be pretty cute though!

http://www.nexusmods.com/skyrim/mods/69286/? would be a good starting place as it's a similar size and shape. Maybe /u/Elianora would give permission to retexture and edit it into a Vallhound?

 There is this adorable corgi like breed called the Swedish Vallhound which has been around since the Viking period and since Skyrim is inspired by the Vikings and nearly everyone loves corgis I decree that we need these adorable dogs in game. They would be very lore friendly as they would fit in with the setting and they have a major cuteness factor. 

Swedish Vallhounds in Skyrim