My dog is acting odd

Hi! For some context: I have a Maltese yorkie who is 5 years old.

So it started earlier today when apparently he refused to come inside for nearly an hour even though it is litterally freezing outside. My area has had a ton of snow recently, and got even more today and he isn’t normally a big fan of being outside in this weather for very long. When he did come inside, he was panting super aggressively and shivering for a super long time. My parents took him to the vet bc they were worried about him, but the vet checked him out and said he was fine.

Then, later he wanted in my room, which is normal enough bc we’ve been spending more time together in my room since I’m the only one home a lot of the time now. He started acting weird after when I left my room and began following me around like everywhere, which idk it was just weird. Like it’s not his normal behavior at all. He followed me into my brothers room and immediately hid under my brothers bed. I left the room and he followed at first but then immediately went back into the room and hid again. I talked to my brother and he said that’s really weird and unusual of him to do, especially twice like this.

My whole family agrees our dog is acting weird and we really aren’t sure why. I’m wondering if he’s just bored or maybe even depressed, as he normally gets like 2 walks a day, but with the snow he hasn’t gotten many, if any this week. He LOVES his walks, so that’s the only reason I think it could be a factor.

If anyone else has any ideas or how to help please let me know! Thanks!