“Australian Shepherd” is the Direct Object in the sentence.
Subject of sentence: WeVerb : namedDirect Object : shepherdModifiers of Direct Object: our AustralianObject Complement: Allie (Proper Noun)
The Original Answer is correct, but perhaps somewhat terse: subject + Factitive Verb + Object + Objective Complement/Noun Complement/Factitive Object
Original Explanation: We named OUR AUSTRALIAN SHEPHERD Allie. OUR AUSTRALIAN SHEPHERD == Object (not complement)