Just another options that no one agree, you can create your own wallet and install it in your own system/server.
Either you download blockchain, use external api or curl, and then save blacklist address to send. And ofcourse this is just optional, and it wont change work of blockchain it self
Black list address list is not limited and there will be more and more new blacklist addresses. You are always late than people who own black list addresses like Antivirus Softwares are always late against developments for new virus on Internet.
You can build your own wallet software, run your full node, with some on-chain tools attach to your wallet software to add blacklist addresses and do what you want but you will never achieve your target completely. Because you are always later than criminals, assume we are considering all people who all black list addresses are criminals.