Dogs can form deep emotional connections to one another. Have you ever read Where the Red Fern Grows? The end of that book isn't just a sad romantic element; dogs do die of mourning if they lose one another sometimes.. I knew someone with a story similar to yours; the older dog passed away and the younger companion that had always been around him died just a month or two later- young and perfectly healthy, but just a total loss of spirit and will to live. Her heart actually broke. she didn't want to eat anymore, only stayed under the porch where he used to lay, didn't want to be around anyone. It's not silly or strange.. just sad.
I don't know if bringing her in to him will help, but I don't think it will hurt. Maybe have her in there during the whole process? I'm sure she knows he's sick; dogs (animals in general really) are good about that kind of stuff. I wouldn't be surprised if her anxiety stems from the fact that she can tell he's dying. Dogs can smell cancer in humans; I don't see why they couldn't smell it in one another.
I'm very sorry for your boy, praying you and your girl get through this together.