
This is often a problem. When I had cats as well as dogs, the dogs were fine with our own cats (they were part of "the pack"), but all other ones were obviously (to the dogs) a different species and therefore fair game! I think you are going to have to keep dog and cats separate for some time (maybe cats upstairs, dog down) using baby-gates or something so that the cats can slowly come round to accepting the presence of the dog in their own time. Have you a crate for the dog? If so, you could have the dog in the carte with his food, while you feed the cats outside the crate. Put the cats' blanket in the dog's bed (and vice versa) so that they get used to each other's smell. I'm sure that once the dog realises the order of his new pack it will improve. But don't expect too much too soon, because every time the cats run away his chase instinct will kick in and you'll have taken a step backwards.
Hope the other cat turns up soon. Good luck :)