He picks up a toy, seems to be in distress, whimpers, asks to go outside, stays there briefly, comes back in, and walks around with his toy, whimpering for another five or ten minutes. Nothing consoles him.
Westies are a very needy breed. They are very hyper and desire for the human to actually play with them, not to just leave them with a toy and walk off. Mine acts this same way. I had been having an intense issue with his hyperactivity. He is so hyper in fact, that he could not be touched or held. I began playing ball with him for 2-3 hours straight and letting him only pause for water and snack breaks (bowl of food). I started this yesterday and he really seems to be doing a bit better already.
Key is your input in their life.
Tags: WestieTags: Westie

Is this something new or has he been doing it for a long time? If new, he could be experiencing some pain–due to medications, eating too much, etc. If going on a long time and he is fine (vet has checked him over) then it sounds behavioral. I'd have him checked out by a vet just to be sure and if OK contact a behavior specialist.
You could try changing the amount he eats and his feeding times. Feed 2-3 times a day instead of once. Feed him in a different spot. Try ignoring the behavior.
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CVT
take him to the vet. he probably has something wrong in his stomach
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Good question!
What are his eating habits? Is he inhaling his meal? What do you feed dry or kibble. Does he drink often? Does he cough? If he gobbles his food it may be a gag reflex. Or too much air in his stomach. Does he try to throw up when outdoors? If he is a fast eater, put something like a tennis ball in the bowl. This means he has to slow down to get to the food. It gives him time to breath and swallow properly. I would also try "burping" him to help get air out.
Good Luck!
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Possibly his stomach is upset? It could be hurting him to digest.
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Westies are a very needy breed. They are very hyper and desire for the human to actually play with them, not to just leave them with a toy and walk off. Mine acts this same way. I had been having an intense issue with his hyperactivity. He is so hyper in fact, that he could not be touched or held. I began playing ball with him for 2-3 hours straight and letting him only pause for water and snack breaks (bowl of food). I started this yesterday and he really seems to be doing a bit better already.
Key is your input in their life.
References :
Westie pet parent<<