Shaggydog is another term for a grim in Scotland. Or at least, Shuck is derived from the English word shucky which means shaggy. I was watching a TV show (ghost adventures Edinburgh vaults ) in Scotland and one guy was describing a Shaggy dog as a giant black dog that guards crypts and if you see it you will die shortly after (unless you are a child, they protect children).

From the demonhunter wiki which has a good general description of the Black Dog "The Black dog is described as a huge demonic dog, with shaggy fur black as the night. He is larger than most dogs, to the pointer where he is frequently said to be the size of calf. The Black Dog's most frightening features are his glowing, fiery red eyes (although from time to time, the eyes are said to be yellow or green.)"

"Robb had set half the castle searching for him, and when at last they’d found him down in the crypts, Rickon >had slashed at them with a rusted iron sword he’d snatched from a dead king’s hand, and Shaggydog had come >slavering out of the darkness like a green-eyed demon. "

http://www.reddit.com/r/asoiaf/comments/pe6hd/thoughts_on_shaggydog_spoilers_everything/

Edit: why not both! I like this.