This is The Last Legends of Earth by A.A. Attanasio, which I've already answered here. There are other questions about the same story with unaccepted answers here and here.
The main story is about a multi-universal war against winged-spider like aliens that feed on the fear chemicals in sentient beings.
These are the zotl.
One protagonist is a centipede-like alien from another dimension/universe from which the spider creatures are scooping out pieces of the centipede alien's universe to convert to energy.
This is Gai, also known as the Rimstalker. She has created a mini-universe with resurrected humans as bait for the zotl in a scheme that is supposed to lure them to their destruction.
One story line is a love story
(literally) Star-crossed lovers Ned O'Tennis and Chan-ti Beppu chase each other back and forth across time and space.
a space city that hurls itself into a black hole to escape the spider aliens.
Without giving too much away, the city of the Aesirai launches itself off the planet it's on to fall into the black hole, which is an artificial intelligence named Saor.
The preceding novel In Other Worlds is mostly set in another such mini-universe created by the Rimstalkers for the same reason.
(source: Amazon via ISFDB, thanks DavidW)