LnBand the good news in what you've reported so far is that you have a very good quality zapper. The stinging sensation you've mentioned is fairly common and not usually due to a malfunction / "short", but instead is the result of the zapper doing what it does. However, if the light does not fliker, then the unit is in fact not operating correctly. If you got from Don Croft, I'm pretty sure he'll replace with no questions asked.
Quick question - where on your body was the zapper when it caused the repeated stinging?
I started using the exact same model zapper about 16 months ago. In the beginning, the first few months, when I zapped on areas of the body with tough skin - bottom of feet, palms of hand, I never felt the stinging, I never felt anything at all except on a few occasions a faint sensation of vibration. Since the feet and hands are not necessarily the easiest spots to zap for long periods, I gradually experimented with other parts of my body, especially around the abdomen and chest areas since these afford "hands free" and "sock free" zapping while lying down. These other areas showed to be more sensitive, I too was prone to experiencing the stinging sensation you described, at least for the first few months.
I found that the stinging would usually not be immediately felt, but usually built up after a few minutes zapping on one spot. This situation was worse if the weather was really humid/sweaty and my body moist; and I also noticed this situation was significantly reduced as the battery got close to wearing out. The simple solution for me was - just reposition the zapper a little bit, perhaps just an
inch or so in any direction, then when the stinging starts up again in a few minutes, repeat. If the stinging happens too quickly for you, then perhaps until your body adjusts to it you should stick to just zapping those parts on your body with less sensitive skin - bottoms of feet. It will be helpful to have several
inches length of make-shift strapping, perhaps a piece of stretch-band from an old pair of under pants, use it to wrap and hold the zapper in place against your heal.
After several months of zapping, I noticed that this stinging has almost completly stopped no matter where on my body I place it - the lone exception is if I zap my forehead, the stinging begins almost immediately and I can only tolerate in some cases for a minute or two. It's worth mentioning zapping the forehead is something I've done purely for experimentation coupled with the really funky effect this causes with what I see when doing this with eyes closed. Lastly, I do not know either way for sure (okay or not okay) to use a zapper on the forehead.
I got my Terminators directly from Don Croft and he included instructions with his breif explanation of the stinging condition. I do not mean to say that this brief explanation is THE explanation, the end-all explanation, but in any case he does at least provide a reason as to why this happens.
Chances are good that you are just experiencing something that many people new to zapping experience. Good luck and keep zapping!
PS - the blackness you mentioned is a normal build up of gunk on the pennies of your zapper. You have two choices: 1) leave the blackness as is and wear it as a black-badge of courage ;) 2), use a mild non-abrasive and non-toxic cleaner to remove the gunk and keep your pennies nice and shiny. For myself, since the one penny is the image of the queen of england, I let her get really black and icky before giving her a needed cleaning..... sort of like what we have going on in real life with the queen being so thoroughly covered in filth ;)