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.
It can be a physical characteristic (people are often looking for names meaning blue or blackie for dogs), personality type (lots of authors like to ascribe characteristics to a character within a name), places (good for naming houses) or anything else.