Black moors are in the goldfish family, Convicts are cichlids. They will not last long with convicts.
Convicts can sometimes go with pictus catfish, synodontis catfish, jack dempsey cichlids, firemouth cichlids.
The reason I say sometimes is that convicts can be nasty tempered snots and there are no straight answers as to who they will get along with. Especially if you get some spawning.
As for the bloodworms, those can be bought at just about any fish store including chain stores like Petsmart and Petco. They will be in the freezer. Convicts will eat anything though so you're not limited to frozen blood worms. They do best with a varied diet.
I used to breed convicts so don't take my advice as going against convicts. They are on my top 10 favorites list. But you need to know what you are getting into with them.
They also prefer lots of room, so a larger tank is best. They, like all fish, love clean water.
Last but not least, before buying any fish, make sure your tank is properly cycled, not just filtered for a day. That is not cycling. Also research, research, research.