A black hole has the same escape velocity as a star of the same mass, as long as you are well outside the swarzchild radius. Inside or near it, the effect of general relativity makes things very weird.

In case of mostly anything else, Newtonian physics apply correctly, and the relevant thing is mass (and distance from the center). The escape velocity from a body is sqrt(2GM/d) where d is the distance from the center of mass, M is the mass of the object, and G is the universal gravitational constant.

Note that if the sun was replaced with a black hole of the same mass, the orbit of the earth wouldn't change.

escape velocity is calculated from the surface.

Not necessarily, for example we'd measure escape velocity from our system as starting from Earth, so effectively we'd be 1 AU above Sun's surface.

Earth density: 5.51 g/cm³, escape velocity: 11.2 km/s

Jupiter density: 1.33 g/cm³, escape velocity: 59.5 km/sec

I think it's more than just density.

first of all, mass contributes more to escape velocity than density. V_e=k*(m^(1/3)d^(1/6)). (scaling the mass is quadratic compared to scaling the the density). Second, the density of rocky planets is bounded from below pretty close to the density of earth.