Just a thought - but I'm wondering if he's 'covering up' the smell of your girlfriend's Westie?
The reason this occured to me - yesterday my daughter brought her dog over. My daughter hung her coat over the back of a chair - and guess what? Harry cocked his leg and
peed on it!

And he's been house-trained for over a year now....
I think he was covering up all tracks of every other dog...

Good luck, keep warm! Sally x