Ignore the no mud/soil message, it is in error. If there is no mud or soil, you can't build the farm plot in the first place. You can plant on black sand just fine, no water required.
However, you can't plant the subterranean plants (plump helmet, pig tail, cave wheat, sweet pod, quarry bush, and dimple cup) in a lighted location. This means you can't plant them on the surface. You also can't you plant them in any underground location which has ever been exposed to the open sky, because for some reason if a tile has ever been lighted, it will remain lighted permanently. This might be the problem.
The once lit == always lit thing means you can grow surface crops underground, by channeling above where you want to dig and then re-sealing the area with a roof (a floor constructed on the level above, which you channeled open). You can get surface plants or their seeds by trading (mainly with elves), but you can also sometimes find them by enabling the plant gather labor and then gathering local plants from the surface. The "no seeds available for this location" message may be another meaningless error you can ignore, at least in .34.07 I tried planting on that and it worked just fine. Be aware though that if your biome is Mountain or Ocean, no surface plants should grow on farm plots whether or not you got that message.
How deep have you dug in the search for water? I've seen it as low as 38 levels down, and heard of it being much lower than that.