Melanistic squirrels are actually more common than people think - it's just a pigmentation variant, same reason you get black foxes and white deer, nothing spooky about the genetics.
However - and here's where it gets interesting for this forum - the frequency of your sightings is worth logging properly. Third time this month in what sounds like a fairly specific location? That suggests a resident animal with a territory, not a random wanderer.
From a photography standpoint (my obsession, ask anyone here), black-furred animals against dappled woodland light are an absolute nightmare to capture well. If you can get a decent shot, post it up. A few things worth documenting:
Size relative to a grey squirrel - some melanistic variants appear slightly larger, Tail characteristics - fully black, or any grey/brown tipping?, Behaviour - is it associating with normal grey squirrels or keeping to itself?
The Ozarks have a genuinely interesting history of unusual animal reports, and while I'd wager this is straightforward melanism, a solid photo record never hurts. I've got a Sigma 150-600mm gathering dust I'd happily lug out to the woods for something like this if I weren't stuck in rainy Manchester where our most exotic wildlife is a slightly aggressive seagull.
Anyone else in the Ozarks area clocked this? Regional clustering of melanistic individuals is actually scientifically documented in certain populations.