The Monsters of Millwood County

You decide to go to the Dog Park, where else would you take a dog, after all? There's many dogs running around, happy and proud to be dogs... quite a bit more dogs than you thought the town had, but you brush this off as it being a particularly nice day after a rainy weekend.
The sun shone overhead as wind blew through the trees, nature's beauty rolling out the red carpet for you and your canine companion. You watch Zatch run to his heart's content, playing with other dogs, chasing whatever poor bugs he'd find, and- you blink, something in the deeper park is reflecting a light. You also realize despite the abundance of dogs you seem to be completely alone. A final revelation strikes when you notice that you've lost Zatch while noticing the other 2 pieces.