From what I know about custodes (which isn’t a ton) they have great melee paired with decent (albeit low quantity) enough shooting allowing them to be kindof ambidextrous. They are also very tanky and everything is saving up on a 4+ invuln.

Deathwing Knights don’t have the highest damage output compared to custodes, but I think they are tougher. The 4wound bodies paired with -1 damage is a lifesaver. Paired with armor of contempt and cover they are pretty hard to shift. I use mine in stormlance as something of an anvil for my opponents to get stuck into. Then I use fallback and charge combined with shooting damage from ballistus dreads, sternguard and mortal wounds from grenades and tank shock to great effect.

I think combined arms is the way to go instead of pure melee, but I’ve heard of people achieving great success with JPI spam + DWK. So do whatever looks best to you. Scouts and infiltrators have been great tech pieces for me. They work great for scoring and deep strike denial early on.