I think to a dog, throw rugs and pee pads look the same. If they have peed on it before you can try to wash the pee stains with white vinegar and water or just throw it out all together.
Training is hard but you just have to keep trying, sooner or later they will get the hang of it.
You may want to get some diapers for them for when they walk around the house, Linda from FuFu Fashions makes some really really cute ones.
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