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.
The Newfoundland dog is a large working dog. They can be either black, brown, or white-and-black (called Landseer). However, in Canada, the country of their origin, the only correct colours are either black or Landseer.