The "Shock-dog" (the name likely refers to its abundant "shocks" of hair) seems to be an old name for the Maltese breed. In the following selection, I can't help but smile at how the author asserts the complete uselessness of the breed, and then offers a story where one saves a baby's life. Ahem.* * *
THE SHOCK DOG
This variety is probably a breed betwixt the King Charles dog and the small water-spaniel, to which last it seems most nearly allied. It has long and slightly-curled hair, and its eyes are almost hid in the curls. It is of a small size, and is used in this country and on the continent as a lapdog. It is a useless little animal, seeming to possess no other quality than a faithful attachment to its mistress.
I have never seen one of these diminutive little creatures which would take the water, although they possess all the requisites for swimming. This may probably be accounted for from the frequency of their immersion in that element, contrary to their inclination, for the purpose of washing them.
A FAITHFUL SHOCK DOG.
In October, 1803, during the deluge with which the island of Madeira was visited, a remarkable circumstance happened near St John's River. A maidservant, in flying from one of the falling houses, dropped an infant from her arms, which was supposed to have perished. Next day, however, it was found, unhurt, on a dry piece of ground, along with a Shock Dog, belonging to the same family. The dog was close by the child, and it is imagined that the child was kept alive by the warmth of the faithful animal's body.
Biographical Sketches and Authentic Anecdotes of Dogs, Thomas Brown (Edinburgh: 1829) pp. 251-2. The Maltese is not a lost breed of course, but it sounds as if Brown may think it a variant.