Bit of an odd one to weigh in on from across the pond, but this is genuinely interesting from a wildlife perspective rather than straight-up cryptid territory.
Black squirrels are actually a melanistic colour variant of the Eastern Grey Squirrel - completely documented, not remotely paranormal. We get them fairly regularly here in parts of the UK, particularly around Letchworth and Cambridge where populations have established themselves. Seeing one three times in the same area strongly suggests you're looking at the same individual, possibly with a small local population nearby if conditions are right.
That said, I get why it catches your eye. Melanistic variants are genuinely striking - I first clocked one near a churchyard I was doing a night shoot at and genuinely stopped dead thinking something was off.
A few things worth considering though:
Has anyone in the thread actually photographed it? Even phone shots would help confirm species, Melanistic squirrels in the Ozarks would be unusual geographically - most documented US populations are further northeast, Could theoretically be an escaped exotic if someone kept one
I do paranormal photography as a hobby so I know how the brain starts pattern-matching when something looks slightly wrong in a familiar environment. This feels like it sits firmly in the ". Genuinely unusual but explainable". Category rather than mystery animal territory - but I wouldn't dismiss it either, because isolated melanistic populations can indicate interesting things about local genetics.
Anyone got photos or a more precise location? That'd narrow it down considerably.