We study the structure, stability, and dynamics of dark solitary waves in parabolically trapped, collisionally inhomogeneous Bose-Einstein condensates (BECs) with spatially periodic variations of the scattering length. This collisional inhomogeneity yields a nonlinear lattice, which we tune from a small-amplitude, approximately sinusoidal structure to a periodic sequence of densely spaced spikes. We start by investigating time-independent inhomogeneities, and we subsequently examine the dynamical response when one starts with a collisionally homogeneous BEC and then switches on an inhomogeneity either adiabatically or nonadiabatically. Using Bogoliubov-de Gennes linearization as well as direct numerical simulations of the Gross-Pitaevskii equation, we observe dark solitary waves, which can become unstable through oscillatory or exponential instabilities. We find a critical wavelength of the nonlinear lattice that is comparable to the healing length. Near this value, the fundamental eigenmode responsible for the stability of the dark solitary wave changes its direction of movement as a function of the strength of the nonlinearity. When it increases, it collides with other eigenmodes, leading to oscillatory instabilities; when it decreases, it collides with the origin and becomes imaginary, illustrating that the instability mechanism is fundamentally different in wide-well versus narrow-well lattices. When starting from a collisionally homogeneous setup and switching on inhomogeneities, we find that dark solitary waves are preserved generically for aligned lattices. We briefly examine the time scales for the onset of solitary-wave oscillations in this scenario.