What made you want to look up xenial? Please tell us where you read or heard it (including the quote, if possible).
Black dog is an oft-used phrase to mean depression. Here's a link that attributes the phrase to Winston Churchill, but I suspect he didn't invent it. I like the way they described it though: Black Dog was Churchill's name for his depression, and as is true with all metaphors, it speaks volumes.
Most adult dogs have black nails. Puppies start with light coloured nails which turn dark as they mature. Usually it depends on what color the dog's coat is, adjacent to the nail. White fur can often mean a clear nail (but not always). Most other colors will have dark nails.