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.
A hunting dog, or hound is called a bird dog, because its job is to tree and chase the quarry to its lair and then when the hunter has killed it. Bring it back to its master. So the term bird dogging came to mean someone who is walking everywhere you walk, going where you go. Someone you cannot get away from.