chant, I found these references to Morgoth as Dark Lord:
"Now Melkor came to Avathar and sought her [Ungoliant] out; and he put on again
the form that he had worn as the tyrant of Utumno: a dark Lord, tall and
terrible. In that form he remained ever after."
The Silmarillion, "Of the Darkening of Valinor"
"He knew the dark under the stars when it was fearless - before the Dark
Lord came from Outside."
FotR, “In the House of Tom Bombadil”
“[In Middle Earth,] Men have 'fallen' - any legends put in the form of supposed
ancient history of this actual world of ours must accept that - but the peoples
of the West, the good side are Re-formed. That is they are the
descendants of Men that tried to repent and fled Westward from the domination
of the Prime Dark Lord, and his false worship, and by contrast with the
Elves renewed (and enlarged) their knowledge of the truth and the nature of the
World."
Letter 156.
So far I have not found any references to Morgoth as the Dark Lord with a
capital "D" in The Silmarillion, but I don't have the book available.
Tom's reference, like the Barrow-wight's, is somewhat debatable.
Tolkien's reference in his letter mentions the "Prime" Dark Lord, obviously
referring to Morgoth as opposed to Sauron, the secondary Dark Lord. So
although Morgoth may not have been commonly called the "Dark Lord" (as opposed
to the Elvish "Morgoth" or "Black Enemy") in The Silmarillion, it seems clear
that is what he was, and that Sauron, when he could no longer take a fair form,
was a lesser version of his
master.
“I dislike Allegory - the conscious and intentional allegory - yet any attempt to explain the purport of myth or fairytale must use allegorical language. (And, of course, the more 'life' a story has the more readily will it be susceptible of allegorical interpretations: while the better a deliberate allegory is made the more nearly will it be acceptable just as a story.)” (From Tolkien Letter # 131.)
