This dog is very frustrated, what will be very funny is if he manages to break out of his cage...sure there will be some fancy footwork from the camera man

What was he saying?

давай-давай, танцуй-танцуй - "davaj-davaj, tantsuj-tantsuj" - Come on, dance, dance.

davaj-davaj - literally "give-give" - means "come-on" or "go, go!".