[brador]

What would be the correct latin/greek word for it?

[stavros]

Melanotrypophobia, although the Greek term is "mayri trypa", literally "black hole".

[brador]

Any relation to the words melancholy?

[stavros]

Yes, as the sibling said, melancholy means "black bile".

[ButlerianJihad]

Yes, that is cognate with ancient Greek μελαγχολία, and with the same root: μέλας

https://en.wiktionary.org/wiki/melancholy

[kortilla]

Hypochondriac