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.
a small (20-25 lb) red or black, with white, shorthaired dog, with prick ears, a furrowed, wrinkled forehead and a tail that coils over its back. Although known as the 'barkless' dog, it does have a characteristic vocal sound.