I personally don't think an Arneson-Lankhmar connection is likely: I think between Tolkien, Robert Adams, Poul Anderson, Moorcock, and REH, we have more than enough confirmed literary sources to which one can reasonably track back most of the more obvious references. - However, this one could kind of fit, even if you had to crowbar it in.
The Leiber story "Stardock" is from "Swords Against Wizardry", and the events play a role throughout the stories of that anthology.
https://en.wikipedia.org/wiki/Swords_Against_Wizardry