Yeah, I don't know what this swordwoman was/is thinking. None of the mansion knows or cares that he is a massive wolfhound. If she were successful in killing it, she'd only incur the wrath of nobility. Her word would be next to nothing in the case of killing the daughter's precious pet. She'd, at the very least, be imprisoned if not downright killed.
I would have preferred a Phineas and Ferb plot-line of her desperately trying to reveal the pet as demonic, only for it to fall of deaf ears or his actions be obscured the moment someone tries to believe her. No matter how zealous you are at protecting the family, killing the beloved daughter's pet on assumptions only gets your head taken off.