"he had practised black art in Cefalu"

'Black art' (or more commonly 'the black arts') is another name for witchcraft or occultism; Cefalù is a city in Sicily.

It is likely that Waugh has in mind the commune and 'magic school' known as The Abbey of Thelema, set up by Aleister Crowley and Leah Hirsig at Cefalù in 1920. 

Location of Cefalù:

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