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.
This complimentary term is actually derived from words with a negative connotation. First of all, yellow has been used to mean 'cowardly' since the mid-1800s. The term yellow dog originally meant 'yellowish mongrel', and later, 'cowardly, despicable person'. In the late 19th century, yellow dog was used in phrases specifically applying to organizations opposed to trade unions.