The two examples in the post here are not sufficient?

The two examples being the 20-sigma move and the volatility smile?

In the first example, I don't see how applying an ad hoc multiplier to a standard deviation either is "better" or makes any sense at all. In the second example, I don't think the volatility smile is an ad hoc adjustment to Black-Scholes.

This anomaly implies deficiencies

The Black-Scholes model, like any other model, has assumptions. As is common, in real life some of these assumptions get broken. That's fine because that happens to all models.

I have the impression that you think Black-Scholes tells you what the price of the option should be. That is not correct. Black-Scholes, as I said, is just a mapping function between price and implied volatility that holds by arbitrage (again, within the assumptions of the Black-Scholes model).