Pryna

Pryna is a white spitz-type dog that belongs to Lunafreya Nox Fleuret in Final Fantasy XV. Pryna appears as a puppy in Brotherhood Final Fantasy XV. In the short film Omen, Noctis Lucis Caelum chases Pryna through various dreamscapes. Pryna and Umbra—a black male dog—are Messengers of the astrals to the Oracle.

Story
In Brotherhood Final Fantasy XV Lunafreya sends Pryna to see Noctis, but she injures her leg. She is discovered by Prompto Argentum, who nicknames her "Tiny" and covers her wound with a bandage that has his name on it. Pryna leaves Prompto one night and returns to Lunafreya, who is overjoyed to see her. She learns about Prompto by inspecting the bandage on Pryna's leg and writes the boy a letter to thank him for taking care of her puppy.

Years later, Pryna and Umbra greet Lunafreya after she escapes Insomnia. When Noctis visits Tenebrae, Lunafreya's homeland, he learns Pryna died when Lunafreya did, possibly of heartbreak of having lost her owner. Umbra is said to be sad for having lost both his owner and his companion.

Etymology and symbolism
Pryna is Welsh and means the verb "purchase". Umbra and Pryna may allude to from Norse mythology, two wolves that accompany the god  that are sometimes depicted as being light and dark-colored.

Pryna's counterpart is Umbra, whose name means "shadow". Though Pryna's name doesn't mean "light", she could be seen as representing it for her white color.

When Lunafreya dies Pryna is said to have died alongside her, while Umbra stays in the mortal world. This could allude to light disappearing from the world and leaving only shadow, as without Lunafreya Starscourge will overwhelm Eos.

Trivia

 * In a flashback in Final Fantasy XV young Noctis and Luna talk while Pryna and Umbra lie on the floor nearby. The dogs appear full grown, even if they are puppies in Brotherhood that appears to be chronologically later, as Noctis and Luna are already acquainted in it.
 * A winged Gentiana and what appear to be winged Umbra and Pryna appear on an illustration on a Cosmogony book the young Noctis had in Tenebrae. A Cosmogony book the player can read in Taelpar Rest Area reveals that instead of appearing in the mortal world physically, the gods sent loyal servants to convey their divine will to the Oracle. These servants are known as Messengers.