In the first part of this talk, I will discuss sterile neutrino production in modified cosmologies. Although the standard assumption is a radiation dominated universe up to the era of reheating, there are motivated models in which the Hubble rate-temperature relation changes. The abundance of sterile neutrinos produced both resonantly and non-resonantly can be drastically altered with interesting implications for experimental searches. In the second part of my talk, I will present a set of bounds on the primordial black hole (PBH) mass density. By considering stable gas clouds in thermal equilibrium, we can calculate the cooling rate and impose constraints on possible heating processes. Intermediate mass black holes, which can form efficient accretion disks, and light black holes, which emit Hawking radiation, would generate significant amounts of thermal energy. We set limits on the dark matter fraction of PBH as a result and briefly explore the possible contributions from jets. Additionally, we use GW lensing to probe the nature of black holes and set limits on the primordial black hole abundance. In the final section of the talk, I will discuss two PBH formation models from first order phase transitions. During a first order phase transition, compact remnants in the form of thermal balls and Fermi balls can be formed from particles trapped within the false vacuum. Eventually, after significant cooling, these remnants can collapse into primordial black holes. We consider a delayed formation scenario in which PBH formation occurs after the CMB era, which evades a strong constraint on intermediate mass black holesderived from Planck observations and opens parameter space for BBH progenitors and SMBH seeds. The DM particles involved in this type of PBH formation can also be emitted in their evaporation, a new production mechanism for DM we call regurgitated dark matter. Finally, we discuss other PBH formation scenarios, relying on the decreased pressure forces during a high temperature QCD transition and also one using built-up vacuum energy to seed radiation overdensities.