I have a background in metaphysical studies, I'm a lay homeopath, and am probably one of the most open minded persons on this forum when it comes to the supernatural - but your belief in alchemy is misguided.
No person or creature can manifest the creation of organic matter from nothing. Its simply not possible, it defies any and all laws of nature, or science and metaphysically speaking, the cosmos was not engineered to be at our beckon and call. Regardless of your spiritual beliefs - life is not ours to divine on command.
Your dog is highly tuned to your emotions and feelings. She no doubt felt anxious because YOU were anxious. Her actions are nothing more than that of an animal that was given no direction.
It is not a bad thing to be fascinated with the occult. But having nightmares about it is not healthy - and you allowing your fears to manifest.
Below is a link to some books I think you might enjoy. They can help young people who still have the potential for imagination, love of animals, and belief in magik to connect with the natural world in a positive way without having night terrors about what lurks.
Ted Andrews was a lover of nature, a caretaker for animals in need, and guide for mystical believers and as a person, known to be a very gentle and unassuming man. He wrote books using simple language and self-deprecating humour, (Ted routinely talked to trees - and he was pretty clear people thought he was kooky :-)... anyway his humility combined with his deep knowledge on the subject made him a highly regarded public speaker. Sadly he died of cancer about 2 years ago in the prime of his life. He was so genuine - he was a guy I really wanted to meet and I regret not having the chance.
Animal Speak and Animal Wise were two of his best sellers and I think you would enjoy them. Ted speaks of Alchemy in his books and explains how to connect to it, but the metaphysical laws of alchemy and what you perceive are very different things.
http://www.dragonhawkpublishing.com/Ted%20Andrews.htm
http://www.alibris.com/search/books/qwork/330442/used/Animal-Wise:%20The%20Spirit%20Language%20and%20Signs%20of%20Nature