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.
black dog. n. (possibly of Irish origin): A bad mood, characterized by anger, depression, or a mixture of the two. Emotional malaise. An antisocial mood. Sometimes synonymous with a 'purple rain.'. I'm just telling you this because I don't like seeing you in a black dog every day..