Which army is best suited to adapting to a fantasy themed, mêlée based army (in both rules and look of model)? Do 40k armies suit mêlée combat at all?
Melee combat can be effective in 40k, but armies that focus on it to the exclusion of ranged combat will have serious issues. Armies like Eldar rely on their shooting to reliably destroy tanks.
That being said many of the 40k armies have fantasy analogs, and most of the armies can field dedicated melee units. Stylistically, armies like Grey Knights stay pretty close to their fantasy roots. Chaos demons even use the same models between both games.
GW gamers all also very tolerant of themed conversions. You can kit-bash Fantasy and 40k kits together to give a more sword and sorcery look to your grim dark.
Daemons of Chaos seems like an obvious answer here, since it's the same set of models for both game systems. You would need to use the square bases to be playable in Fantasy, but the advantages that grants in 40K are pretty slim. If you're not actively abusing it I doubt many people would object. (Daemons are also frankly, not very powerful an army in 40K, so people are unlikely to cry cheese at you regardless.)