I myself am thinking all the calls to J are because the dog was missing when they got home. I personally believe the killer was already there and let the dog out so that it did not cause a disturbance during his crimes (neighbors reported to local and national news they heard no noise at all coming from this house that night, and they were used to regularly hearing whatever was going on over there) and that's why Kaylee and Maddie called J a lot of times, over and over again, until 2:53am. This explains as well why Maddie joined in on calling J. Also explains why she'd say something along the lines of, "This dog is both of ours together", the text that her parents told the news about. The police made a mention of locating the dog, and "gave him to a responsible party", now this poor, sweet puppy is back with J.
I see a big thing on Websleuths is stating when something is your opinion, and I'd like to say, this is my personal opinion. I think it makes sense and fits all of the blank spaces within the set of facts.