You have to accept that we either receive a hint or nothing by the WU.
If we receive, then we can consided Melkor a protective role, and if not, it's not important at all.
I don't expect that the WU should tell us that mafia had a kill.
If any townie killed Melkor, they should claim, otherwise I consider that an effect of the mafia factional, either direct on him (first option) or on a player Melkor defended (if I trust the WU as a hint).