That is correct, and doesn't contradict anything in my post. While the first two comic scripts Gaiman ever wrote happened to feature DC characters (respectively, Constantine and an earlier Swamp Thing called Jack-in-the-Green), he didn't submit them to DC for consideration, just to his buddy Alan. Only much later (1999) did the "Jack" one get illustrated for the anthology Neil Gaiman's Midnight Days.

So yes, chronologically, the Black Orchid miniseries was the first Gaiman work DC published.