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This is normal behavior. It's their way of shaking hands.
The more that they are together, the less they will do it.
Let me know if you still have questions.
There's no spray, unfortunately, that I know of. They seem to have bonded and it's normal behavior. It won't hurt anything. If the dog aggravates your dog too much, she will tell him in not so nice words to give it a rest. This is probably much more upsetting to you than it is to her.
I don't see how the anal glands would help it but it's always a good practice for the health of the dog.
Tammy's answer is correct. The chihuahua has bonded closely to your dog and as been compulsive over the sniffing issue. The only thing I can add that may help is if the chihuahua is given something for an underlying compulsive disorder.
Separation will help...but not if the chihuahua just cries and barks.
You may want to search for this product called Homeopet Anxiety (www.homeopet.com). It is a natural product that I sell alot of with good results. We use it in dogs that board at our facility and pace all day, for cats that "freak out", for dogs with compulsive licking and pacing, dogs with storm phobias, and lots of dogs/cats in shelters. It is not a drug...and you just place a few drops on a treat or food and it is tasteless.
You might want to give it a try and then separate the two dogs and hopefully the chihuahua will settle out alittle.