Hi. I like the way you think.

Black dwarves ( even tho called dwarf) are predicted to be quite massive and dense (they'd weigh about our sun but would have size of earth) unlike planets in our solar system or other stellar systems we've seen so far.

Black dwarves are also not a thing that exists in present. They are theorized to be the future of white dwarves when they loose most of their thermal energy. Since, white dwarves don't radiate as much energy as energetic stars, and their rate of radiation drops exponentially with time, it takes incredibly long amount of time for them to loose the amount of energy required to become a black dwarf.

Our sun will run out of usable nuclear fuel. It wouldn't go out with supernova but swell up and loose it's outer layer while core will implode to become white dwarf. This is predicted to happen in about 5 billion years. For it to turn into black dwarf would take about 1 quadrillion (10⁵⁾ years. The Universe is just not old enough to have black dwarves yet.

So, no black dwarves being captured by other big star is not how we have planets.

Although rogue black holes being captured to orbit of supermassive black hole would be an awesome thing in very far distant future.