Sheltie Finds a Friend: Volume 4 by Peter Clover
Emma and Sheltie are very happy when Mudlark, old Marjorie Wallace's donkey, comes to stay. But one morning he disappears and only Sheltie seems to know what has happened to him. Sheltie tracks Mudlark down and he and Emma manage to bring the donkeyback before Marjorie returns from her holiday.