Electrolysis of molten Calcium Chloride: Identifying the product
I would hypothesize that the "black glassy stuff" is nothing more than glassified $\ce{CaCl_2}$. Metal is an excellent heat conductor and the liquid $\ce{CaCl_2}$ likely cooled rapidly to form glass when the cold wire was inserted. 

Two things could be done to avoid this: 

1.) heat the wire before inserting it into the mixture of molten $\ce{CaCl_2}$. 

2.) heat the $\ce{CaCl_2}$ well above its melting point.

If you are determined to make Calcium metal it might be worth electrolysing an aqueous solution of $\ce{CaCl_2}$ to evolve the $\ce{Cl2(g)}$ (do this responsibly outside/in fume hood of course as $\ce{Cl2(g)}$ is poisonous.) Calcium Hydroxide should be the result. Evaporating the water will yield solid $\ce{CaOH}$, which should be much easier to electrolize using your method since it has a melting point of 580°C vs. 772°C for $\ce{CaCl_2}$.