Malekith the Dark Elf Lord is from the second "Thor" movie so it's automatically to be found in the Cineverse. But the Marvel franchise of movies, at least in its current incarnation, can be found in Comic Book Toobworld which has as its most current occupant from the TV side of things 'Agents Of SHIELD'.
There are some who don't believe that the Doctor exists in other TV dimensions, and they point to the classic episode "Inferno" and the Cybermen re-introduction episodes ("The Age Of Steel", "Rise Of The Cyberman") as being proof of this - If the Doctor was in that dimension, then where was that televersion?
But the Doctor isn't tied down to the planet Earth. He may have been off-world on some other adventure. His life didn't have to slavishly follow the same path as his counterpart's in Earth Prime-Time.
Conversely, Malekith could also exist in the universe of Earth Prime-Time. If so, he might not even look like this. He might look like these Elves of Niffleheim:
But it makes things simpler if we consider Malekith unique to Comic Book Toobworld.....