Not really anything I didn't already at least suspect. It probably helps that the older cats lived with a dog for most of their lives. Maybe they can act as a transition team.

I recently learned of a method for introducing new cats, where you use a rubber glove to break up clumps in the litter box and then pet the new cat. This helps to to smell more acceptable. I'm not sure if that would work with a dog.

Since I posted that last message, we have learned that the Jack Russell is an honest-to-goodness hunting dog. His owner is the official person in the village for dealing with wild animals (not animal control, per se, just the wild critters), so this dog is used to going into dark holes and taking on foxes and badgers. As long as someone is looking, he stays away from cats, but if his owner is busy milking the cows or something, he will take off. We just have to be careful. But a nice big German Shepherd to tell him "Leave my cats alone" can't hurt.