Black Cod is not related to the true Cod; it's from another family of fish altogether.  It's also called Sablefish and Butterfish, or rather Sablefish and Butterfish are also called Black Cod.  Fish are notoriously mislabelled, or sold by more than one name - it's very confusing.

You could use fat fillets of any buttery, flaky white fish instead, maybe Halibut, Haddock, Bass or Pacific Cod.  Apparently Nigella uses Salmon.

Don't use Atlantic Cod as there aren't many left.

The real Black Cod comes from very cold waters in the Southern hemisphere.  It can live in such cold places because its blood contains a natural antifreeze.  Special antifreeze proteins cling to little ice crystals in the blood and prevent them growing and killing the fish.