I'll take the Sigmarines - at least they can be fluffed as some sort of uber Empire defense. Maybe the End Times faltered partway through, and they're part of the bulwark that keeps things going and allows the State Troops to focus on helping protect and rebuild.
I can't think of a 40k faction that isn't just like a fantasy one already, or would be awkward to put in the setting. Best idea I can think of is the Adepta Sororitas, being tweaked to be fanatical female worshipers of Sigmar that have taken up arms and armor to defend their land. Yeah, I know it's just Sisters of Sigmar all over again, but at least it's kind of fitting, and their aesthetic would be nice to bring over.
Speaking of, what happened to that Mordheim: City of the Damned game? It's not one that seems to be talked about a lot here compared to Vermintide.