A vampire novel set in Nazi Germany is a great idea, and you should be fine with your character ideas. You can discreetly make allusions that only Hellsing fans would notice without breaching any copyright boundaries - a lot of novels make allusions and foils of characters in other media and books.
As far as FREAKs and other things go, I'm pretty sure those would be copyright protected, but using the idea of government experiments is not unheard of, since there is a lot of speculation about that concerning Nazi Germany.
Good luck in your novel!
And it's only plagiarism if you're directly ripping off words and quotes without citations. Otherwise, things like characters are copyright protected. However, some names may be restricted for use - I vaguely remember something about certain names being protected somehow so that books, etc. cannot use them.