I'm very sorry for the sudden passing of Silence.
It's true that budgies will mourn the loss of their mates, but it's not necessarily true that they will pass away strictly from heartbreak (potential spreading of contagious illness must be ruled out).
You did well in moving your flock to a different cage in order to wash and disinfect their main cage.
For now, it's important to give Jekyll the much needed extra TLC during this time and to keep on watching the interactions he has with his other flockmates.
Did Jekyll only started to show his bully tendencies after Silence's passing or has he always been more of a dominant bird?
If the bullying and chasing persists, then temporarily moving Jekyll to a spare cage next to your other budgie boys and giving him the time to adjust to all of these changes and by giving him one-on-one attention will be the best thing to do.
While Jekyll adjusts to this new reality, you can allow him to have closely supervised out of cage time together with your budgies and if they get along well, you can continue with that arrangement till the time comes when Jekyll is healed from the loss and ready to move back in with his flockmates.
While you mention that your dog is very protective towards your flock, for overall safety reasons it's always best to not allow the budgie to have out of cage time in the same room your dog is in. Even for sweet tempered dogs, there is still the chance for them to one day give in to their natural instincts and for tragedy to happen.
Sadly, there have been many accounts here of people losing their beloved pet birds in such a way: https://talkbudgies.com/general-budgi...irds-prey.html