death/black/sludge metal and grindcore bands that use saxophone (or other wind instruments)?

Does Clown Core count?

Check out Where Owls Know My Name by Rivers of Nihil for some tasteful saxophone use.

These are mostly jazz-metal:

Fugu Quintet's ‘Sisyphus’ — doom-jazz

Mr. Bungle — funk/alt metal

Le Scrawl — jazzcore / skagrind, they have a bunch of live videos on YouTube and iirc a few short albums on Bandcamp

Zu: e.g. ‘Carboniferous’ — prog/noise-rock, with plenty of sax

Fredrik Thordendal's Special Defects' ‘Sol Niger Within’ seems to have a sax on ‘Cosmic Vagina Dentata Organ’, ‘Z2-Reticuli’, and ‘Solarization’. Though another release has these credits for sax shifted one track back, for some reason.

Ruins the prog-noise-rock band apparently had a saxophonist on ‘Ruins + 梅津和時’ (with Kazutoki Umezu), and also played with Zorn on some releases, but idk which ones.

Shining (the Norwegian one) — might be the closest to what you want

The Flying Luttenbachers use saxes among other stuff

Mamaleek had a sax on ‘Come and See’ (album release here), but it's not heard much

Weird ass thrash track that might just fit the bill: Demoniac - Extraviado

Sear bliss is a pretty awesome black metal band that incorporates trumpets.

Now that I think about it I think avant garde bands might be worth a shot as well. Try Sigh(Japan), igorrr, thy catafalque or imperial triumphant. (Wildly different from album to album so try multiple ones even if one doesn't sound like what you're looking for)

Metal only in spirit but no guitars: Bohren and der Club of Gore. ] 

In 1992 they produced a crossover of jazz and ambient, which they self-described as an "unholy ambient mixture of slow jazz ballads, Black Sabbath doom and down-tuned Autopsy sounds"

Ihsahn has some sax on his solo albums (e.g. After) but not on every tracks

Same for Rivers Of Nihil, as already suggested, on their latest albums

More balkan inspired than jazz, Trollfest has some sax too

Also for some jazz metal with Zorn-esque sax, I'd suggest Trioscapes :

https://trioscapes.bandcamp.com/album/digital-dream-sequence

I'm glad there's been lots of stuff I would have recommended in this thread. My rec is Estradsphere, they did a ton of this kind of stuff :

https://www.youtube.com/watch?v=xuDaZr5Bo_k

As Shining (nor) was already mentioned, try things with Jorgen Munkeby, like Meathook with Marty Friedman

https://www.youtube.com/watch?v=7f2tDJfqwHc

Maybe this: Ashenspire

https://youtu.be/m00GvZzRCb4.

https://youtu.be/kdA0mW-9jRs

Two professionally trained jazz musicians who have a side gig playing metal.

If you like a bit of humour in your grindcore, I'd recommend Excrementory Grindfuckers.

They're pretty fun live.

This is strictly jazz metal, but they have some sax:

https://youtu.be/6QQdmBN2Zbg

The mood is pretty amazing. I’d recommend finding some streaming with better quality though.

I hesitate to say these guys are exactly those subgenres of metal, but this is a subgenre of metal with saxophone and it’s damn good in my opinion. Heavy 80’s/90’s aesthetics to match. This song is what turned me onto them. “Dreamwake - Memories”https://youtu.be/Cq8p0pDKTKA

White Ward? I don't think they're fashy... ?

https://www.youtube.com/watch?v=PXQnEfPRcVU

More on the core side, check out Shrezzers. Their song Libertad might fit.

Punk, not metal but NoFX uses bassoon in their song "Thr Decline." Its a 20 minute ode to how fucked up America is. Was relevant when written 25 years ago, still relevant today.

Ex Eye

Debut album from EX EYE, the instrumental, post-everything quartet led by renowned saxophonist Colin Stetson and featuring the otherworldly drumming of Greg Fox. EX EYE seamlessly weave between precise, clockwork intricacy and aggressive, ecstatic abandon while taking the listener on a cathartic, thrilling journey to total transcendence.