We would want to see what a bluffing shrimp did _when called on its bluff_. If it ran away then what's happened is different to the small dog which appears to actually _believe_ it's bad enough for the fight. And in this case I would say that the shrimp had managed to "tell a lie", while the small dog had managed nothing other than total honesty.

Google gives "an intentionally false statement" as the definition for lie. Wikipedia says "A lie is a statement that the stating party believes to be false and that is made with the intention to deceive".