Yes, you can do this, with a caveat
The Way of Shadow monk's Shadow Step feature (PHB, p. 80) says:
When you are in dim light or darkness, as a bonus action you can teleport up to 60 feet to an unoccupied space you can see that is also in dim light or darkness.
The warlock's Devil's Sight eldritch invocation says:
You can see normally in darkness, both magical and nonmagical, to a distance of 120 feet.
The darkness spell says
Magical darkness spreads from a point you choose [...] to fill a 15-foot-radius sphere [...] A creature with darkvision can't see through this darkness [...]
Since your invocation is more specific than the general rule laid out in darkness, you are able to see into the darkness... though the invocation gives no benefits for merely dim light. See this other question/answer for more detail.
Your monk's ability works with any darkness you can see. Since you can see into this darkness, yes, you can Shadow Step in to your own magical darkness.
Is this broken? I don't think so. It requires you be at least an 8th-level character, and sacrifice a full 8-level progression in Way of Shadow monk in order to get 2 levels of warlock, which give you very little else that you're interested in. You also have to expend a spell slot to do it, and give up the extra attack(s) that you'd get from your bonus action as a monk.