That is, at least, what Amy K. Nelson and Animal dug up during a trip to the company's flagship location in Herald Square. After going through the store's Santaland exhibit and sitting on the main (public, as it were) Santa's lap, Nelson used elves to help her find the hidden Black Santa:
I asked another friendly elf if he could help me see the "special" Santa. "You need to ask an elf, in the maze," he told me, then descended into Santaland himself to ask for me. About five minutes later, an official-looking woman not dressed as an elf brought me to another lodge (there looked as if there could be as many as three or four different lodges), where a toddler-aged black girl and her black mother were wrapping up their time with a black Santa Claus.
It's not surprising that Macy's doesn't want multiple Santas sitting around in the open—that would just confuse children or, even worse, enlighten them to the fact that there is no Santa. But this whole secret society/password/hidden room thing is really fucking weird, and the racial component makes it unsettling. It's nice of Macy's to provide the option of Santas of multiple races, but it sucks that White Santa's the face while Black Santa's basically relegated to a hidden closet.
Oh and yes, Nelson did ask the Black Santa about Megyn Kelly and he was unsurprisingly gracious about it.