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.
Meaning of the color BLACK. Black â Black is not a color. It is the absence of one, however that does not mean a person has no personality if they like black. It symbolizes fear and a bad experience. For some black means rest and mystery. A person who likes black has a calming presence. Blue.