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.
one of a breed of small, short-haired dogs having a tightly curled tail, a deeply wrinkled face, and a smooth coat that is black or silver and fawn with black markings. 2. pug nose. Origin of pug1.