Fun fact: I looked this up in the online version of the Duden (the predominant German dictionary). It does have an entry "Black Hole" (so the English term!) but not for "schwarzes Loch", which is the normal German term for it.

(In the printed versions, you might need to go to the Universalwörterbuch or so to find the English entry, it might not be in the normal "Die deutsche Rechtschreibung"; I have not checked.)