Black water comes from shower filter
Initially, the shower filter might generate black water caused by activated carbon dust inside the filter cartridge. Run water through the filter for 20-30 seconds, to remove all excess carbon dust.
Leaking connections
The leakage from the shower arm could be due to the washer sealed improperly within the shower filter. Check that the washer is STRAIGHT and FLAT with the connection nut. Use your fingers or gently use a screwdriver to push the washer down.
If leakage persists, remove the washer from the inside connection nut, flip it over and set it back in. If this doesn’t stop the leak, apply more teflon plumber’s tape on the shower arm threads.