Companions that is..

I only have the dog but assume there are more companions. Can you switch them out at random or do you loose them if you switch them around?

Normally you don't losse them as you can choose where they go.

I say normally, because I cannot find Dog anymore since I dismissed him even if I told him to go to the sanctuary.

The dog goes behind one of the houses in Sanctuary, in a red doghouse. I found him when exploring the neighborhood.