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.
Naming a dog can be difficult. One way many pet owners do it is to look for a name that goes with your dog's physical characteristic such as his coat color. Here are some dog names that can be associated with black hair-coated dogs! I hope this helps you find the perfect name for your dog!