Why do you need to thicken the shells? Some bird's eggs have thicker walls than others, and it also seems that younger hens form thicker shells than older ones. However, it is doubtful that a thicker eggshell is available commercially. Your best bet may be to poke holes in the eggs, let them drain and dry, and then paint them with a strengthening varnish. A water-based polyurethane maybe? You should probably color them first, and then varnish them.
You can buy black food coloring. Buy it online if you haven't seen it at your local stores. You will probably have to use more than suggested to get full, deep color coverage. If that doesn't work, you could try clothes dye, Rit is a good brand, but I don't see evidence it is recommended for use on eggs. However, since it appears you won't be eating the eggs, just throwing them at each other, it is probably safe, and you could dye a bunch of eggs at once.