When I'm around people, my default setting is 'don't go into super dark jokes', because while I don't see an issue, I know that a lot of people do, so it's just common courtesy to not say them until you know the person. It's similar to how I don't have an issue with swearing but I wouldn't use them at work as there's a time and place not entirely true as my last job pretty much required you to use 'cunt' as a verb every two sentences, but in general...
Personally, I don't really have any limits for humour. Even your last sentence is different for me -- I can die of laughter if someone makes fun of my shitty experiences. Hell, the day I left home my friends wouldn't stop giving me orphan jokes. It's the best way to reclaim a bad situation. It's like that for my entire social group -- nothing is off-limits. However, when new people visit, we don't dive into the deep end with them. It's just polite imo