Dark wave is a crepuscular sound that seeped out of the new wave and post-punk scene. It feels to me that it might have been a more heavily used term in continental Europe rather than in the UK – I was oblivious to it until fairly recently despite liking many of the bands that it would be used to describe.
Isabella van Elferen, Professor of Musicology at Kingston University explains:
The term darkwave originated in the 1980s as an indicator of the dark counterpart of new wave. Bands such as Cocteau Twins, Soft Cell and Depeche Mode are exponents of this first generation of darkwave. Darkwave ... employs relatively slower tempos, lower pitches, and more minor keys in its musical settings of melancholy texts than new wave.