Is the formation of WIMP dark matter confined to the high number densities associated with the early stages of the formation of the universe or are conditions in the collisions of black holes such that it is still being formed?
Essentially yes, the formation of WIMPs is confined to the early Universe. WIMPs can only form when the temperature is around the scale of their rest mass, and where the density is very large. In the early Universe these conditions were met, however now there are unlikely to be environments with such high temperatures and densities.
When a star collapses and goes supernova the matter is very dense and the temperature is around 10 MeV, so in principle new dark matter particles could be produced there, but not WIMPs which traditionally have masses above a few GeV. Even this only lasts a few seconds though, so the number of new dark particles produced in the supernova is small compared to the number which would have been produced in the early Universe.