Hi! thanks for your query!
This is a
sinus tract...
After going through ypur description, I would like to explain your problem as follows:
it is a deep hole; therefore, the inner end is blind!
it is very deep that a pin can go deep down without hurting: therefore, the nerves are either not working or covered by fibrosis/inflammation!
It has a black substance in it: therefore, it contains some pigment material like
melanin of skin, fungus, cellular debri, old hemorrhage or environmental dirt materials;
it has a foul smell: therefore, it is infected or contains inspissated sebaceous secretions
Therefore, it is either a ruptured
cyst or an infected sinus tract that needs clinical examination and possibly surgical removal; please see a surgeon today.
Wishing you good health,