Local Folklore - Blue volcano dogs...anyone know anything about it?

[cici]

I was talking to one of my classmates who is from...i think Portugal (he named off a lot of places he lived and planned to live in the future, but I'm pretty sure he said he was actually FROM Portugal.) He started talking about his home, and somehow we got onto the myth of the blue volcano dog. He didn't get into much detail at all, and the subject got changed more quickly than I would have liked, but I have always been curious about that local folklore. Has anyone heard about this? And if so, do you have any more information about them? Perhaps a similar legend from other parts of the world for comparison? I would much appreciate it! He rarely comes to class anymore, so it's hard to actually ask him again...and a little awkward.