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.
This tradition continues in the Harry Potter series; Sirius Blackâs Animagus form is a large black dog. The Dog Starâs connection to dogs was not only maintained by constellations and mythology, it was boosted by the fact that dogs seemed to take the brunt of the dog days.