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.
1 A sexually aggressive man: before the dogs on the ward showed their hand (1950s+ Black) 2  A foot: His left dog pained (1900s+) 3  hot dog (1900+)  A teenager: girls refer to boys as ''dogs,'' and both refer to sex as a function (1990s+ Black teenagers)