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.
Most likely it would be a big black dog. Animagi and Patronuses work around the idea of spirit animals/animal guides, the very common belief that your personality and soul is tied to a single animal. Siriusâs animal is a big black dog because: his name is Sirius. Sirius is the name of the Dog Star, the brightest star in the sky.