Link does look up when the hand comes down on his fur but he doesn't shake the Soldier off.

Sometimes he stops to sniff the ground and the edge of the bridge. There are monsters water, he's heard.

At one point he gets a little too curious sniffing around the railing and his paws suddenly slide out from under him.

There's an indignant bark of alarm as he starts slaloming backwards in the snow and frost on his belly.