Maybe your dog really IS obeying. Have you considered that he might be smarter than you?
If you tell Fido to lay down, and he just stares back at you, it’s because he has nothing to lay down.
Look at it this way. You yourself can not lay down. Laying down means to place something down, as in “lay down your weapon”. If you want to hit the couch for a movie, then you must lie down. (Yes, you can sit up too, but that doesn’t help make my point.)
You might lay out the clothes you want to wear in the morning before you lie down in bed.
Tomorrow when you get home from work, try telling your pets to lie down. My guess is, they’ll smile back and immediately obey. If not, there are classes they can take.