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.
Adjective [edit]. black â(comparative blacker, superlative blackest). ( 1 of an object) Absorbing all light and reflecting none; dark and hueless. ( 2 of a place, etc) Without light. ( 3 sometimes capitalized) Of or relating to any of various ethnic groups having dark pigmentation of the skin.