The long and the short of it: you can't use a Black Book in Skyrim; they apparently only 'function' in Solstheim!
My current PC got The Winds of Change but wasn't ready to use it on Solstheim. I kept it until she got back to Windstad manor and finished her preparations. So picture this: it's two or three in the morning, the kids and hubby are in bed, the house carl is at the alchemy table, it's lightly snowing and windy outside. My PC is up at the top of the Alchemist tower with a single chair and a couple candles. Time to tangle with Hermaeous Mora and wrench power from his plane, right? I mean, it was perfect! Just PERFECT, one of those Skyrim moments that make you loathe to put down the controller and spur you to pick it up again as soon as possible!
Selected the book from inventory, there's a blur, some rumbling, and a message that you had a vision of Solstheim and ... you're back. Nothing happened. Tried it a second time with the same result.
Maybe it's 'cause I haven't done the Skyrim MQ or because I haven't done the DB MQ? Probably not. How terribly, terribly sad.
I sent her back to the market in Solstheim and the teleportation/transfer worked as always.