@MarioRedfield: Hellsing isn't an "emotional" experience. It's a rule of cool series. I mean It's REALLY cool in a lot of ways, but no there isn't any emotion that you'd going to be feeling.
My views are skewed a bit by the manga and my personal fandom, but I wouldn't classify Lucy as a sadist. Shes a bitter angry girl whose cold to others and has incredible power. Ever seen a bitter highschool girl? now imagine if they could end life and never get caught....I sense a high mortality rate. Joke aside Lucy is a angry bitter girl with psychopathy due to abuse and abandonment issue (In the manga she got soooo many mommy issues). The thing is she kills and hurts people we like thats what makes her a "monster". Alucard impales people for fun with a smile he enjoys killing and totally loves every moment of the blood sport. He is the impaler after all, but the thing is he kills only people the series trains you to dislike so you don't care that he enjoys people being impaled on spikes because they are bad people so you'll turn the other cheek for him.
I don't know of this at all helps, but it's my feelings on it. I love both series, but your write to say they take their blood a bit over the top, If its the emotional nature of elfenlied that turned you away you have nothing to fear in hellsing ultimate, if it was the blood itself, then no go.