Could be a he'll hound, or a black dog. Those are usually death omens. The fact you haven't died or someone close to you that is a good sign it's not it let me see what I can find.
I've seen a hell hound and I can assure you that's not what it is. I thought that at first but after doing some research on it something like a death omen wouldn't follow it's victims around. It'd just appear and then that'd be the end of it.