Dog Shaman was the protector spirit of Jake Armitage in 2050. He acted as a guide to Jake, helping him and giving him hints on how to proceed his journey to defeat Drake. It requested items of spiritual importance, like Magic Fetish and other items of similar style for giving special magic powers to Jake. Even though he is not mentioned in Returns, its most likely that Dog Shaman continued to advice Jake in his runs.
Trivia:
Even though Jake was way more similar to a Street Samurai than a Shaman, he was still protected by Dog Shaman.
In many parts of the game, Dog Shaman controls dogs to give Jake warnings and hints, the reason though is not revealed, but the most probable assumption is that he has the ability to control dogs at will since he is a spirit related to dogs.
"Tread carefully whelp, you have much to overcome."
"Dog controls your destiny. Seek out three items and then seek his shrine."