I believe I do have a timeline of events that you might find revelatory.
Midnight & Noone perform their song The Fellow with the Cello.
Gally sings the part of “the fellow on the cello”, while Susanna sings as “Susanna on piano” (pronounced “pian-ah”). The two characters are in love with each other, but both are under the impression that the other does not love them.
Vanessa is acting as stage manager for them.
Jerry asks if she remembers any of the pair’s songs. She tells him about The Fellow with the Cello and Woof, Woof, Woof, attempting a short rendition of each.
She tells Jerry that the joke behind Woof, Woof, Woof is that it is a nightingale doing the dog impressions.