Hello,
Having had a course of animal first aid in the past (long ago and sadly mostly forgotten) I seemed to remember not to use turpentine or other solvents when your pet gets paint on its fur. Looked it up right now to be sure and several websites are warning it can cause (severe) burning of the skin. Hope you got it all off again!
For dried paint or oil-based paint it is adviced to use something like vegetable oil, salad oil or peanut butter. And then try to get it off with your fingers.
Hope he is allright and just upset.