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.
Dorothy's little dog in L. Frank Baum's The Wonderful Wizard of Oz is described as a black dog, with long, silky hair. The illustrator W.W. Denslow made him look like a disheveled terrier or Scottie. Later editions illustrated by John R. Neill redrew Toto as a Boston bull.