To a much lesser extent though. I cannot think of any time I've used a black market for something that was otherwise available on the regular market.

It's not common, and not very profitable.

Also has anyone ever been shot or had their arm chopped off with a chainsaw over cigarette smuggling to avoid sales tax?

I take it you didn't see the video of the high speed multi-vehicle heist attempt that devolved into a shootout on a South African highway a couple weeks ago? Because that was all over a legal shipment of cellphones. [0]

[0] https://abc11.com/south-africa-armored-truck-heist-pretoria/...