In Avengers: Infinity War they put up an extremely tough fight against the Avengers and the Guardians of the Galaxy, and definitely represent serious opponents to the heroes, but nothing quite on the level of Thanos.
The Black Order was a group created by Jonathan Hickman, Jerome Opeña and Jim Cheung during the 2013 Infinity crossover event, introducing Marvel fans to the Infinity Stone-collecting unit including Corvus Glaive, Proxima Midnight, Ebony Maw and Black Dwarf.
And obviously this makes plenty of sense, as while they are meant to be threats, they are also supposed to just be stepping stones up to the big bad.