Contact the police to report hostile trespassers that already murdered your dog and you're worried about your safety.
And a lawyer to file a civil lawsuit against PETA.
Civil?
How about a criminal complaint against PETA and against the two women personally. Stealing another person's dog is theft, pure and simple. I don't know what a Chihuahua is valued at, but it could be worth enough to make the crime a felony offense. And killing his dog? They can call it "euthanized," but I'd be after them for cruelty to animals. There was no reason (apparently) to steal and kill the man's dog.
I would want to have a VERY serious discussion with the prosecutor who declined to prosecute. Since when are larceny and animal cruelty
mens rea crimes? Who cares what their "intent" was? THEY STOLE THE MAN'S DOG AND KILLED IT.