I was wondering. Does his D6 5+ roll that can prevent wounds to Good units within 6" work for himself too?

I would say and play "yes", such as for fury.
But I can't tell you why :s

if melbeth was a evil model then no, but since he is good and within 6" of the range then yes,

It's the same for other characters such as Amdur whose special rule is that he functions as a banner to Easterlings within 3". He is an Easterling within 3 so he benefits from the bonus. The Dark Marshal, as an opposite example, specifically states in his special rule that his rule does not effect heroes.

Point being, I concur, Malbeth's special rule affects himself as he is a good model within 6".

Thanks.
I just wanted to make sure that those 'aura' effects also always include the source as long as it matches the given criteria.

There are games where these kind of effects don't affect the source. Like per example the computer game Hearthstone and most likely others too. That's why I wasn't sure.