Uh… no they don’t?
Neither male nor female void elves have a black hair option at this time. At least not the players. There are some Void Elf NPC’s with black hair but players do not have that option.
There’s two shades of blueish grey, two shades of blue/green, a shade of blue, a shade of indigo, a shade of purple, and a shade of burgundy. There is no black however, except for some NPC’s. Player Void Elf Males and Females have the exact same hair color options.