I wrote a massive response to this and it disappeared with an a stray finger swipe. I’m a massive fan of the Warhammer worlds especially their publishing arm Black Library (
https://www.blacklibrary.com). Anyway Warhammer the fantasy side doesn’t really exist anymore they literally blew the world up and repackaged it in a very high fantasy package called Age of Sigmar. The old world had more in common with Conan and Howard’s world but the links to traditional sword and sorcery remain. More recent works by Nick Horth and others have returned the world to slightly less high fantasy.
I get why people refer to Warhammer 40k as military sci fi but that’s a poor description of it. It’s really space fantasy, it has little in common with futuristic sci fi. It’s dystopian, dark and bloody. It’s superb.
Leaving aside the overt fantasy similarities Warhammer and Conan have multiple authors playing around in their world. Both have a superbly built world with a strong history. Warhammer much more so the level of depth they have gone into in the last 10 years is simply staggering. But Howard world has a strong if slightly less cohesive legacy.
Warhammer have been cleverly trying to reach into different audiences recently not only through the youth ‘Warhammer Adventures’ but ‘Warhammer Horror’ is also starting this year to appeal to horror fan i suppose!
Dan Abnett does indeed write for Black Library, solely within the 40k universe, he is given legendary status amoung the fans, as he has delivered some of its most important works. Horus Rising and the original Eisenhorn trilogy are stunning works.