FOUND THEM!

I was in the bathroom getting dressed to take Ray for a walk. In the winter this involves multiple layers of clothing so Ray, who usually waits patiently, was bored. I heard a yell, then another. I dropped the wooly sock I was holding and ran for the noise; it was coming from the cat room.
As I entered the hallway, I saw that the cat room door was open. By the time I made the room, Ray had let loose with another couple of yells. Juno was on the top platform of the cat tree, Ray's front feet were on the bottom platform of tree, his neck stretched to maximum stretchiness and his nose even with the platform. His tail was wagging. He had finally treed the varmints that were running around making all the galloping noises that were driving him crazy.
Poor Harvey, who obviously had been on the windowsill next to the tree, and who had tried to jump to the platform with his sister, was dangling from the top platform by two little paws.
I ran to the tree, grabbed my miscreant dog by the scruff of the neck (he should know by now that he is NOT allowed to yell at his cats), and dragged him to the stairs.
"BAD DOG. DOWNSTAIRS," I said, outraged.
Ray, knowing that he had screwed up, went.
I went back into the cat room and picked up little Harvey who immediately started purring. Ray, who knows enough to go, but never seems to know enough to stay, re-entered the room. I waited for Harvey's purring to stop and for him to puff up, but he just snuggled down into my arms more and continued purring. Apparently there were no hard feelings.