I'm a bit confused. Is he a rescue dog? How can a reputable breeder not know what breed of dog they are breeding? Did you think you were getting a purebred dog? If you did then legally the parents MUST be registered with the CKC, or possibly AKC, and there would be no doubt. Assuming the breeder did not lie and assuming only one male bred the bitch.
It does appear the Malinois does not come in solid black, at least solid black is not accepted in the Canadian Standard. The long haired Belgian Shepherds can be black.
I know two Mals (not to be confused with Malamutes) one does flyball and one shows up at our Rally trials. Both are extremely high energy, focused, competitive dogs. I mention these two competitive venues because perhaps you would like to consider such outlets for this breed's need for action and mental work? REally, Rally is a bit staid in the lower levels, what about agility?
Lovely, sharp, alert looking dog you have there. Just gorgeous.