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.
Dog (subspecies name Canis lupus familiaris) also known as hound is a subspecies of the grey wolf (Canis lupus), a member of the Canidae family of the mammilian order Carnivora. The term domestic dog is generally used for both domesticated and feral varieties.