No connection. This breed is native to Mesoamerica and was completely unknown across the Atlantic. And you don't need to invoke these fellas when you are already THE God Of Jackals - which are carrion eaters, and I believe Xolos are not.
Fun fact: I once dated a girl who had TWO of these Xolos. They have a vibe all their own, let me tell ya.
The older one didn't really care too much for me one way or the other, but the younger one... one time I shooed her away from something in my own bedroom, she stared right at me, turned to the floor to throw up, then looked back up to keep staring at me. It was unnerving.
Another fun fact: the professional soccer team from Tijuana are called The Xolos.