So after a little while we decided to bring them in. We made Nellie get in her bed (and she actually stayed) while we let Max of his leash. And he just could not leave her alone. He was all over her. He loved her bed too. And to my surprise Nellie didn't mind him being in it either. He would lay next to her in the bed.
So after a while we decided to "seperate" them in their own corners. Nellie in her bed (if you look close she has her TOE in her bed) and Max on his leash next to the love seat with mom. They could not get enough of each other. It was very cute! I hope they get to be "best friends".