You missed it, dude. Southside Johnny's in Greensboro was what you seem to be looking for. They finally closed for good a couple of years ago after a few sketchy events, the last of which was when six people got shot inside the club, one fatally. It was a very small club, so it would have been like shooting fish in a barrel. RIP, SSJ's, which was the one and only nude club in North Carolina.
Nothing else like what you're looking for in the cities you asked about. Try Fayetteville.
There used to be one near Durham. It wasn't exactly a "black club" but had a bunch of black dancers. The place that was the long white building with the statues in front. Scratch that. It was Diamond Girls and it's listed as closed. If Club Amnesia is still around in Raleigh (still listed on TUSCL) that was essentially a black club last time I saw it.
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Nothing else like what you're looking for in the cities you asked about. Try Fayetteville.