The monsters pretend to be the dogs in pain so you can hear dogs crying but it's not the real dogs. You do not see nor hear the dogs die but they stay outside (where the monsters are) while the rest of the group escapes and get to a safe closed area.
Spoiler!
When the dogs owner die, the dogs run up to him and licks his hand. Pretty clear that they were sad because the owner was gone.
Also the monsters pretend to be dogs whining and crying but that’s nothing you see.
Spoiler! Someone drops their light in a puddle of petrol killing themselves and others (you don't see the others) No screaming but see the adult covered in flames
There is a Mexican character. One of the Spaniards is xenophobic towards him. He asks him if he's allowed to vote in his country and calls him the pizza guy.