This seems stupid now but when I read the lyrics (because until I read the lyrics the only word I knew was 'dog days are over'!) I thought of a woman that's killed her husband (maybe I've just watched 'Chicago' too many times). Obviously the word 'killed' started it and the more I read the more I thought of a victim of domestic violence killing her partner (Happiness, it hurt like a train on a track). 'Washed it away dowwn the kitchen sink' would be washing the weapon. Then shes saying 'The dog days are over' because her abusive partner is dead. The horses is the police. Shes running from her family because she doesn't want to get caught and get them in trouble. She can't take her love because if she wants to survive (basically, not go to prison)then she has to leave her love of her family and her family behind. The rest is pretty much self explanitary. The way the song sounds relates to her confusion. Just a thought like I said maybe I just watched 'Chicago' too many times.