I think Formasual answered most of your questions already. When I speak about 'the Steam Version', I am just referring to the build number, not a particular site or location that I got it from.
As the others mentioned, there is only 1 place in the entire map that you can find dark iron ore, now, and that is in the dungeon, The Hollow Tunnels'.
That dungeon is on the far southern end of the map, placed on the side of a cliff, near the water's edge, on the opposite side of the map from the Ogre/Troll Base. If you are having problems finding it, I can post a screenshot of the map area where it is located.
Yes, the Hollow Tunnels was the closest dungeon to the game start area.
Personally, I really doubt that the dev moved the dungeon because it was 'such a dangerous dungeon for newbies to encounter'. Especially since the character is spawning into the game right next to the hardest zones in the game, The Desert, with no warnings or gating at all.