Hi and welcome to YT

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First, all dogs do have a 3rd eyelid inside the lid which further protects the eye, so that's the covering you saw. If you feel the 3rd lid is acting differently than the other eye, then I would have a vet take a look.
I did find this in a search, but I think this is way more severe than what you're seeing here:
Dog's eye has odd white partial covering >Third eyelid infection?