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.
Definition of black. 1  1a : of the color black (see 2black 2) a black sweater a black dog as black as coalb (1) : very dark in color his face was black with rage (2) : having a very deep or low register (see 1register 4b) a bass with a black voice (3) : heavy, serious the play was a black intrigue.