When Carson pushes Lord Grantham to fire Bates in the library, Lord Grantham says he knows all about making hard decisions for the good of the estate, and bends down to pet his dog saying "Don't I boy?" We learn later that his dog is a girl named Isis.
While talking with Cora prior to sleeping, the candle on Robert's bedside table disappears and reappears with only the flame visible until finally he blows it out, at which time it has reappeared completely at the edge of the table.
Lord Grantham refers to his dog as "Boy" in a library scene, though his dog Isis is a girl. However, the earl owned multiple yellow Labrador retrievers, and the dog shown in the first season was a male dog, Pharoah (although he is never referred to by name). In the two years between the events of the first and second seasons, Pharoah presumably died, and the earl now has a smaller younger, female lab named Isis. The replacement was done out of necessity as the dog owned by Earl and Lady Carnarvon (the real residents of Highclere Castle, where Downton Abbey is filmed) was agitated by the presence of strange male dog around the house.