Yen Sid never said that Heartless can't exist in the Sleeping Worlds, only that they simply cannot locate or enter them from the outside like they would with a RoL world. These Black Costume Heartless are former wielders that succumbed to the darkness. It doesn't matter how well-hidden a place is if a threat is born within it, right?
To repeat an earlier instance: Point taken! ;D
That makes also perfect sense.
I'm really hoping back cover answers some questions, cause this didn't answer much. We know about the nightmare chirithy and what happens to player, but how does Xehanort get luxus keyblade? What does luxu look like? Who is the master? Does daybreak town become the keyblade graveyard? All this provided was "yes, the keyblade war happened" end game. At least that's all I got from it.
If you expected these to be answered though I think you have led yourself to some misplaced expectations as questions such as "how does Xehanort get Luxu's Keyblade" or "Who is the Master of Masters" are more likely to be addressed in KH III rather than any direct X-related matters. Unchained X and Back Cover do have still more story to tell though so such things as Luxu's appearance or the ultimate fate of Daybreak Town might get revealed there.
Also do not forget that this was not the very last story update Browser-chi got. There is still one in the pipe if I recall correctly, most likely something not directly concerning the Player character as his/her first story arc got effectively concluded with this update.
There's also more to this update than just "Yes, the Keyblade War happened" as especially in the scenes with Lord Gula where he talks with Player and Skuld + the continuation of the confrontation between Luxu and Ava imply that there is a much bigger scheme going on that may even extend right up into TAV's and Sora's time, effectively making the Keyblade War and the Foretellers just stepping stones in a plan extending over possibly millennia.
It's not that they can't exist it's that they can't get inside the realm through their regular means, but we've never seen anything that says nightmares consume and make more nightmares. I always took it that dream eaters were kind of like a biological system, the darkness that comes from the dreamers natural forms into a nightmare in the sleeping worlds and they seek to keep the dream going because as long as the dreamer sleeps nightmares will spawn endlessly. That's what happened with Sora we had to beat two super nightmares produced by his dreaming then wake him up to properly free him.
We don't actually know that the black coated people were heartless, they aren't like any heartless we've ever seen. They still kept their desire to claim lux, a clear human form, and they were able to even speak. They might just be what happens when a dream person is fully swallowed by the darkness, not a nightmare nor a heartless just...a dark version of the dream person.
That's pretty reasonable and if the rough translations are correct Nightmare Chirithy actually speaks about "Nightmares" and "Spirits" but Player's Chirithy doesn't seem to understand what NC is talking about.
I've not yet eaxmined the Costumes too closely...do they have the Heartless emblem?
They definitely have the red thorns present in the emblem, but it is also possible that the Heartless emblem was actually
based on the Black Costumes, symbolizing a chained Heart succumbed/enslaved to Darkness and thus being capable of being used/controlled by entities like Nightmare Chirithy, Xehanort and possibly Luxu.