I really can't see any other than a natural everyday reason for all this. Your ds is using his imagination and he is fixing all his fears on the idea of this doggie; it's very common for kids to do this.
Things like the nanny asking him about it and taking him to show her the cupboard and asking about it when looking at toy dogs will only be whipping it up and feeding it. i can't see what is odd, at all, about the 'bump' and the cry; a 2 yr old was playing alone, obviously he fell or banged himself!
I was not in the house so I am not going to say I know what causes a cot to tip over; however from your posts it's clear you have some children. Children are well known for making things tip over.....
I think you need to approach it as utterly completely part of the real world. until given clear in front of your eyes proof otherwise, why on earth do anything else?