I don't think the Portals can officially, teleport any mob other than the player.

If you are using mods there is a mod available that allows tame wolves that are following the player to be teleported so it is likely possible. Since tame Lox had no purpous before H&H there wasn't any reason for someone to make a mod enabling it.

I would be wiling l to bet there is going to be a mod for it within a week.