Quite frankly, if you're looking for fast and melee-focused Slaanesh is your guy. Khorne for melee-focused at a normal speed, and Nurgle when you just want melee and speed is not an issue.
As for necromancy... Adding more undead is really the main point there usually, and it can be decently approximated by summoning more daemons. Not a Slaanesh player so how well you can reflavor things beyond that is up to you - or whoever else replies
On Greater Daemons, keep in mind that modeling for advantage tends to be frowned upon. The models for the Greater Daemons are quite sizeable (100+mm bases with the exception of the awful and ancient Keeper of Secrets model. That will most likely change when s/he inevitably gets replaced), and thus can't really hide behind anything. Shooting them with any artillery available is just good sense. Given that especially Sauron can hide pretty easily, using him might be iffy unless you give him one hell of a scenic base (small mountain of corpses?)
Ask not the Eldar a question, for they will give you three answers; all of which are true and horrifying to know.