They are both wildly different champs, one will help you in barbarians faction and mostly arena

The other is a dungeon carry particularly useful for golem scarab and faction wars

Where are you struggling? 

Both.  If you have tons of potions...

Melga has more overall usefulness , but HK is still a great champ. I'd do helga first then HK down the road unless you pull a lyssandra :)

I don't have enough lvs to do doom tower, but I think melga+klodd would work in scarab. I have a 50-50 in bronze4-silver. All dungeons force affinity is a nightmare. I've temporarily paused on fw.

I'd do High Khatun first personally unless you don't have any other shielders.  Melga works with 3 stars as a level 50 perfectly fine (I used her vs Scarab the first time I got to it in doom tower).  High Khatun needs to be 6 stars ascended to get the higher base speed.  Speed is king in this game despite the fact that it has almost no weight in terms of "power" as defined by Plarium.  Any single content creator and their mom would tell you that speed is the most important stat followed by survivablity/accuracy.  It all depends on your champs of course.