That country with that lore is now Skyrim. Would be funny if it would spill over into the real world or into other games.
Since Zelda is a Nintendo game and Ghost of Tsushima is set in Japan, I would think it has more to do with real world lore than a reference to Skyrim.
I don't remember any significant dogs in Kakariko Village (where the windmill was), or the ability to give food to any of them.