I found all of the collars, i went back to the fountain and he keeps asking why i have come back without all three of them. Dog is my companion and i cant "talk" to him to make him leave me alone. Anyone else have this problem or know how to fix it?

I had this bug when I played through the first time. I had to get rid of Dead Money, re-download it, and start the DLC all over. (Which means I had to revert to a save game from before I began the DLC). Also, I never had any of the followers "follow" me, I had them all go to the fountain, and then met them there. That worked for me. Not very good news, I know, but I couldn't find any other solution.

Ah great, the same thing is happening to me.