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.
Australian cattle dogs, also known as blue heelers, are herding dogs. The nickname blue heeler comes from the unique coat color of the breed and his habit for nipping at the heels of the livestock with which he works. The blue heeler is friendly and sociable, making him a great pet.