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.
20. a small animal with black fur and white stripes that gives off a bad- smelling liquid when frightened or attacked. 21. a variety of small dog-like animal with a thick furry tail, considered to be clever. 22. a small animal with long ears, a small fuzzy tail, and soft white, gray, or brown fur.