
When you’re a programmed assassin but you’re still soft
Headcanon: The closest HYDRA ever came to losing the Winter Soldier before Steve Rogers came along was when they ordered him to shoot the dog too when his target took it out for a walk. He killed every single member of that handling team, and the target, and then took the dog and ran. They caught up with him in Brooklyn NY and captured him there, but never had any idea what he did with the dog.
The dog ended up somewhere in Bed-Stuy, tangled with some tracksuit Mafia, got a bit dinged up before moving in with human disaster Hawkeye and developing a taste for pizza.
Damned lucky dog, I’d say.