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.
Also found in: Dictionary/thesaurus, Encyclopedia, Wikipedia. a medium-sized, compact dog with floppy ears, short, docked tail and a long, flat, silky coat in brown and white or black and white, that is most profuse under the neck and body, and behind the legs.