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.
Anubis was depicted in black, a color that symbolized both rebirth and the discoloration of the corpse after embalming. Anubis is associated with Wepwawet (also called Upuaut), another Egyptian god portrayed with a dog's head or in canine form, but with grey or white fur.