Okay, here's what happened.
We smell a weird thing, it wasn't like actual smoke, it was like.... hair.
So, we started to look around, and see if anything caught fire.
Our dog runs out the door, and start slamming his butt on the ground. He then comes back inside, while we're still looking. He sits down beside me, I look down to see a completely hairless spot on his tail, I took a sniff, I found out my dog... Caught fire.....