I’ll echo the other replies that the gravitational waves from black hole mergers have been detected by LIGO. In fact, the 2017 Nobel Prize in physics was awarded to members of this collaboration specifically for this feat.

We haven’t (yet) seen a pair of black holes collide using light directly, but the gravitational waves have been perfectly consistent with general relativity calculations. Here’s a video from LIGO that shows what one of these simulations looks like, for a simulation that reproduces a detected gravitational wave.

As an aside, right around the time the LIGO team was awarded the Nobel prize, they detected the collision of a pair of neutron stars. They alerted the astronomy community to the direction they saw the signal from, and within a day there were telescope observations of light from the kilonova that resulted from the collision. Ultimately various sensors recorded optical light, infrared, ultraviolet, gamma rays, and radio waves being emitted from the explosion. The hope is that someday we’ll get lucky enough to see similar photon signatures from a black hole merger!