Sun dogs in September? It's going to be a hard winter! Wait! First of all, people need to quit looking for signs about long-range weather predictions because none of them work. Secondly, sun dogs are not a sign of approaching cold weather. They are a refraction of light caused by hexagonal ice crystals. We see them often in winter when the air is full of wind-blown snowflakes after a blizzard when it is usually cold. They sometimes form when it is extremely cold (approaching -40 degrees and the crystals are freezing directly from water vapor in the air).
However, sun dogs can also form from the ice crystals in high-altitude cirrus clouds where it is -40 degrees or colder even in summer. Summer sun dogs are usually not as bright as winter ones because the ice crystals are a lot farther away. In any case, sun dogs indicate nothing about the weather tomorrow or next week or next winter.