You can back them into a corner. They'll still do the "backward dodge" thing where they take no damage, but occasionally they'll slip up, allowing you to damage them.
Also, you can do a backward dodge yourself after forcing them to go backwards a bit, and when they come at you again you can hit them mid-air.
At any rate, Bloodhounds and Shadowbeasts are among the most difficult to beat without losing any health. Lizards and Orc Dogs also have an annoying habit of doing a lot of backwards dodging, but they don't hurt as much as Bloodhounds/Shadowbeasts.
Oh yeah, and weapons do have range. There's actually quite a big difference, and it plays a massive role in keeping enemies at bay. Hammers, for example, have very short range and should only be used against Stone Golems. Swords typically have the best range, and the better the sword, the longer the reach (usually).