Is ultrasonic noise from small turbines painful to pets?
This answer lists a number of RPM values for different aircraft engines. A typical small turboprop engine, the PT6, runs its core at 45,000 RPM and the power turbine at 30,000 RPM, which should produce sounds in the ultrasonic region.

The picture below shows a cutaway of a PT6 (source); if you count the blades and take the result times 3 (the cutaway spans 120°), the high pressure turbine disc shows 54 blades and the power turbine 42 blades.



Each time one of those blades runs through the wake of a stator blade ahead of it, it will create a pressure change with a frequency of 30,000·42/60 = 21 kHz and 45,000·54/60 = 40.5 kHz. At idle power, the speed is a bit lower, but not by much. 

So, yes, the dog might very well have heard a noise inaudible to humans.