If you give Dogmeat the command to 'unlock cryolator case' he'll just look at you and turn his head sideways. You have to tell him to fetch then pick 'items' and it'll say "Dogmeat found something" and he'll just grab the gun and drop it on the floor. You might have to lock yourself and Dogmeat in that closet where the gun is to make sure he doesn't wander off and fetch some other items.
Thank You! I'll give that a try tonight.