I don't have the doggie odor coming from the vacuum cleaner, but I do use one of three things that make the house smell nice when I vacuum. One is the little packets of Aromatherapy scented sachet's, the second is the packet of scented tiny balls made especially for the vacuum, and the third is a scented dryer sheet. (I use two or three at a time).
You should maybe mist your dogs with a leave in conditioner before brushing each day.