I would definitely still continue to carry your pup. My female was almost attacked when a dog across the street came running after her and chased her back into the house. We were lucky she was fast enough to outrun the dog, or she would not be here today
I reported the dogs that came after her and animal control came out and talked to the owner. They could have fined him, but because he was apologetic, they gave him him a chance. If anyone sees those dogs out again, all they have to do is take a picture and he will receive huge fines.
I would definitely suggest taking pictures of the loose dog and reporting it to AC. It's not fair for you to have to worry about being attacked.