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.
The Animagus form of a black dog is appropriate to Sirius Black in more than name alone. Magical dogs appear mysteriously throughout Europe and North America. There have been many sightings in Britain, where they are known by names like Black Shuck, Old Shuck, Shucky Dog, the Shug Monster and Shag Dog.