2.5k seems a really good standard, but other point levels work fine too.
Imperial fists locked all their psykers in a house for the heresy, but they were happy there. Generic Praetors, generic centurions, Legion champions, Heralds, and many others are perfectly fluffy for ZM.
zone mortalis is amazing. 4x4 board with lots of corridors and turns. it's basically ship-based/tunnel warfare, the board game.
https://www.forgeworld.co.uk/en-US/Zone-Mortalis-Battlefield-Network scroll down a bit and watch the video for a general idea.
Characters in squads. That being said,
LD. 9 with srgt. is standard, so you don't have too much to worry about.
Any and all are allowed. as for the setting: are you playing fists on terra after Phall? the fists who went to Guilliman post-Phall? the fists just off killin' traitors post phall? Beyond that, any and all units would be fluffy. the Fists used a little bit of everything. For void warfare, I would probably limit non walker vehicles and bikes. beyond that, go nuts.
Cataphractii are great, Indomitus are fun (just use the plastic box) with Storm shields, Tartaros are basically just better Indomitus.
Close combat is a thing, yes. Phalanx warders are costly, but fun. Templar Brethren are fething amazing, Sigismund is super stabby, alll of our IF characters get to reroll 1's to hit in challanges (and must issue them), vets can be made into good
CC units, tacticals can be given extra
CCWs, Terminators are super punchy, etc.