Cool, that's nice to see. i like foxes, they are very attractive.
some animals are best left wild, foxes are one of them.
if your worried about the dog, i subjust you try, at least in the short term to make the cats inside only, its very hard to do i know but get a feather toy like da bird and wear them out with it whenever they cry to be let out.
edventually they will adjust ( it could be a year to six months) and look forward to playtime with you instead of killing native birds and getting harmed by things outside your control.