Excellent question. If they have mass (do they?), presumably they can't escape. But obviously a black hole generates (so to speak) a lot of gravity, so ... as I said, an excellent question.
The fact of the inverse square law of gravity demands that gravitational radiation be massless.
presumably they can't escape.
Light is massless, but still that can't escape from a black hole.
You need to think in terms of inertial frames. Event horizons, for example, exist between locations not because there is some physical barrier between them, but because the difference between the inertial frames exceeds the speed of light. Signals from one point to the other can't run fast enough to catch up. It's a question of point-of-view.
Gravitational waves are also a point-of-view thing. The Earth, for example, radiates gravitational waves into space as it whips around the sun. The planet Mars, for example, feels (however feebly) the changing gravitational field of the Earth as it wobbles back and forth in its orbit. We here on Earth, however, can't feel those waves. It doesn't make sense to talk about measuring them as they travel from the center of the Earth on their way to Mars, for the simple fact that the waves don't travel along any such path. From where we're sitting, the gravitational field of the Earth doesn't change at all; there are no such waves to measure, from our point-of-view.