I’ll go with a Siberian Husky. But most likely to handle the cold and a “hero”, cannot go with any other dog but a St. Bernard with the little barrel under his neck. (Yes, I watched a lot of cartoons as a kid.)
I had a semi-similar situation concerning swim trunks except I got picked on and they were called “Mickey Mouse Underwear” (but they really were swim shorts).
All we need is Hitchcock to make his cameo appearance.