It's a little hard without knowing exactly what resources you have available, but I'd look into backgrounds and/or character themes (If your GM allows them, that is) as they can help flavour your character without you having to multi-class. You could also try a hybrid class, which is apparently different to multi-classing, but I have no idea how it works as I haven't had any experience with it.

If that's not what you are going for, and you would rather go for a more traditional warlock just masquerading as a rogue, then I would suggest you choose the fey pact. Not onlyvdoes it let you teleport around the place with many of the abilities, but the power it grants, "eyebite", grants you invisibility vs the target. A fey-pact warlock's primary stat is charisma, which is also an option for rogues as a secondary stat, so at least in social situations you may be able to bluff your way through it, though you may want to consider upping your dex stat to handle stealth. Speaking of stealth, warlocks don't get the option to train it as a skill, so you would need to use a background to add it as an option. Other skills you might also want to take are bluff and/or intimidate as well as thievery.

Now, back to powers. While it is true that most warlock powers are not usable in melee, there is something you can do. While normally warlocks get the "Eldritch Blast" which counts as a basic ranged attack, there is a melee equivalent called "Eldritch Strike" that can be taken instead. If you don't have the obscure "Player Handbook Heroes: Arcane Heroes 1" book that it is referenced in, you can just find all the details about it on the 4th edition wiki, just google "4e Eldritch Strike" and it should be one of the first results.

As for equipment, armour proficiencies are the same, and weapon proficiencies don't matter too much because you would be aiming for a pact blade dagger, which is just a special kind of dagger that can also be used as an implement for warlock powers.

I hope this wall of text is at least somewhat helpful and hasn't just put you to sleep.