I was originally confused by how the BH code worked exactly to where I could not customize it for my purposes.
However, shortly after making this post I discovered that "CausalConnectionGraph" Function is robust enough to give the needed information. The problem I am facing now is attempting to use "WolframModelEvolutionObject" feature together with "CausalConnectionGraph" Function to save time on computation. Any help here would be appreciated, I can't seem to find any examples where those 2 features are used together.
Another thing I found out is that the step # at which comparison between events starts can matter a lot when it comes looking for singularities. While steps preceding step #5 are not necessarily important, later ones can give rise to BHs that only start as such at a certain iteration and not before. That means that a simple search for steps 5 to X is simply not a good way to do it, one must essentially look at every step below the maximum number computed.
I played with a few WPMs this way and found that rule 24528, for example, not only has nested BHs but it appears to be a never ending process. Instead of turtles all the way down it could be Black Holes all the way down.
Wolfram mentioned early on that causal invariance basically depends on multiple paths reconverging eventually. Well, by that definition, WMs that have persistent BHs are not causally invariant and theories such as GR would not work in that case. I am not sure it is absolutely true as you can have a mostly causally invariant system in the continuum limit while still persistently generate small BH patches that never resolve themselves. In fact, concepts of computational reducibility/irreducibility could be directly related to it.
Lee Smolin has a theory of cosmological evolution that contains nested BHs but I do not think this is the same thing, however, unless every nested BH will somehow experience big bang as well. Dark Matter, on the other hand, could be made of these tiny pin pricks of curved space, that is able to clump together with others of its kind.
I will be more than happy to further develop this though I could use some help with the code and was also hoping for some sort of a discussion on the subject.