Tricksy Darkness must block nonmagical illumination to have any effect.
When targeting a square for Tricksy Darkness, assume the square has one of three illumination types, ignoring the vision statuses that aren't light-based (e.g., fog):
- Darkness, magical or otherwise.
- Bright or dim magical light, such as from Light 10' or 30' away.
- Bright or dim nonmagical light, such as from a torch 10' or 30' away.
Going through these cases one by one shows that if tricky darkness can be illuminated with nonmagical light, the effect does nothing.
Double darkness is just darkness.
The rules for vision and light have no provisions for "stacking" darkness. An area only has one illumination level and even if one were to, e.g., cast Darkness twice, the rules for combining magical effects would still only have one Darkness effect: "the most potent effect — such as the highest bonus — from those castings applies while their durations overlap, or the most recent effect applies if the castings are equally potent and their durations overlap."
If it's dark, it stays dark. As the rules don't codify additional tiers or how light/occlusion sources would combine (e.g., can you combine dim sources to become bright), there's no effect from adding darkness to darkness.
Magical light pierces darkness unless specified.
Darkness and Maddening Darkness both specify how they interact with darkvision and nonmagical/magical light, respectively:
A creature with darkvision can't see through [Darkness], and nonmagical light can't illuminate it. [...] If any of this spell's area overlaps with an area of light created by a spell of 2nd level or lower, the spell that created the light is dispelled.
A creature with darkvision can’t see through [Maddening Darkness]. Nonmagical light, as well as light created by spells of 8th level or lower, can't illuminate the area.
While the Sage Advice Compendium doesn't directly address the universality of blocking magical light, it does address darkvision as referenced here and here with this entry:
Does all magical darkness block darkvision?
Magical darkness blocks darkvision only if the rules text for a particular instance of darkness says it does. For example, the darkness spell specifies that it produces a magical darkness that obstructs darkvision. That obstruction is a feature of the spell, not of magical darkness in general.
While this doesn't explicitly specify that not all magical darkness blocks nonmagical illumination, it sets a precedent: without specifying, magical darkness is just darkness from a magical source. Neither Darkness nor Maddening Darkness universally block magical illumination and without a specified level of magical illumination that overcomes Tricksy Darkness, we should assume that it does not block magical illumination.
Blocking nonmagical illumination is all it can do.
By process of elimination, there's only one thing left that Tricksy Darkness can do: prevent nonmagical illumination. It has no (functional) effect when cast in either darkness or magical illumination, so for the ability to do anything, it must have an effect in nonmagical illumination, and the only effect it can have is preventing that nonmagical illumination from working.
Looking at Does the Darkness spell cast a shadow? adds some additional context, as it's more about magical darkness in general than how Darkness, specifically, would interact with shadows (at the time, neither Maddening Darkness nor Tricksy Darkness existed). Magical darkness doesn't obstruct or otherwise interact with a light source beyond supressing its illumination within the effect. Without the ability to either cast a shadow or prevent illumination within the square affected by Tricksy Darkness, it would have no effect whatsoever.
While it's possible to rule that, as written, Tricksy Darkness has no effect because it doesn't explicitly mention preventing nonmagical illumination, it's logical to assume that it was intended to do something, and the most reasonable interpretation is that it prevents nonmagical illumination in the selected square.