We never let him run with the chickens, its just the little chicks that can squeeze through the wire go to her, she doesn't go to them.
Last night My dear Jersey giant, Neon, got in with her. We don't know how, but she didMy dad heard squeaking all the way from the garden and ran to save her. He was screaming at Belle the whole time, then all of a sudden, there was silence, he thought she was a goner. But when he got there, neon was in shock, standing there in the middle of his pen, and Belle looked SOOOO guilty. Usually, Neon is timid, but when my dad reached down to pick her up to get her away from there, she just stood there, frozen. If Belle had even laid a FINGER on her, I would have sent her back
Maybe do some work on the fencing on either the coop or the dog pen to keep everyone separate. Work on teaching your dog the "leave it" command. Once they know what that means it helps a lot when you are training them to leave the chickens alone. Pup's have to learn their basic training (come, sit, stay etc.) and then some specific commands in addition so that they begin to understand what it is you want from them.
She's looking guilty/scared in the moment because she knows whoever is coming after her and yelling right then is MAD. The most important thing I'd do right now if I was you would be to make sure she can't ever get to another bird. Having that experience of catching and playing with them and maybe killing them in the process is only going to hinder your training of her.
What breed is she? Sorry if you already posted that info and I missed it.