Dual wielding thunder hammers for the win, I use a terminator captain with two thunder hammers i my BA army but there are of course better choices in your case i would go for relic blade storm shield or exchange one hammer for a shield. I know that he already got a 4+ inv save but a 3+ is better.
Wich unit is the captain going with? If he is going with the command squad I would suggest dropping one melta and the melta bombs and throw in a PW or some CC boost and I can't see that he is going to do any good in any other squad.
I personally dont think that the siege shield is worth its points since a dozer blade do almsot the same thing but cheaper and if you roll two 1's in a row on terrain test then you know that it was meant for your tank to get stuck there
I wonder what chaos do in thier spare time???