Did you correct it?Because the only german I see is Der König der Dunkelheit, and that is correct.
Maybe she/he ment it should be "Der König auf der Dunkelheit".. I dunno because it was many years since I studied German language..
You could go for "Der König aus der Dunkelheit", which would translate to "The king from the darkness", but if you consider the translation than, as byou said, Der König der Dunkelheit is correct.Native speaker here ;D