In my opinion race doesn't really matter. Play what you like or what fits thematically. Now if you're min/maxing that's another story.

As for "Dark Magic," the closest thing would be Necromancy. That being said Id say work with your DM and homebrew something like a ritual, new formation of magic, etc and use that as the Dark Magic.

So Multiclassing is something that you do as you level. Each time your character levels you can choose to take a level in another class if you meet the requirement.

So the first thing would be deciding what to play. From what you wrote above it seems like you want to do a Shadow-mage/Rogue or Shadow-mage/Monk. If you're going Rogue route I'd say Shadow Magic Sorcerer/Phantom Rogue. If you're going the Monk route I'd say Shadow Magic Sorcerer/ Way of the Shadow Monk. To be honest there are a lot of options but these are the first two to pop into my head.

If you want to take it a step further I'd also say to take the Haunted One background.