I'm assuming you're ESL, ... in Polish you also call it literaly "black comedy". The proper term you're looking for is "dark comedy". In the US "black comedies" nowadays is a term referring to for/by African Americans; it's a whole sub genre.
At best in the US is a ambitious term and accepted colloquial term refers to comedy by/for AA audiences. At least places I live in the US (MI, CA, NY).
Anyways English is a fun, dynamic, and at the same terrible language. But I'll take your word for British flavor of the English language.