Ok took me forever but i found something on
Final Fantasy Odyssey | Final Fantasy VII: Advent Children
it had this to say about the wolf...
Another common thing that appears in FFVII: Advent Children is the wolf. What does that exactly symbolize? I’m guessing that it could probably be Zack. If you remember what Bugenhagen said in FFVII, that when someone or something dies, their life force is absorbed back into the lifestream and could be reborn again as another entity or form. As Zack passes on, he could take the form of another living thing. The wolf is probably a good guess.