Ever since I started writing in my teens I felt like writing in multiple languages. Not writing a story in German and then writing another story in English, but using several languages in the same story. Sometimes there are just words in every language that are hard to translate, words that have slightly different connotations (at least for me) or words that can be translated, but that also change the word order when being translated. There are a lot of filler words and connectors in English that can serve as first item in a sentence, but simply can't be in the first place in a German sentence, e.g. "Obviously, that wasn't the case." - Not possible in German. When writing my latest story I stumbled a couple of times over sentences that I wanted to start like that, because it sounds more elegant and brings variety into the beginnings of sentences.
Right now I'm only wishing to mix English and German, but when I was still in school learning French, it happened a couple of times that I wanted to add a French word as well. Problem is, reading such a story would probably be more challenging and exhausting, since it would be different to what people are used to. It might work with modern literature, but with Fantasy as a rather stiff and stereotypical genre (style-wise), writing a non-modern story like that would be ... abnormal.
A couple of authors get away with it, just that they insert full sentences in other languages. I loved that in The Da Vinci Code. Actually understanding the French and Spanish sentences gave me a feeling of achievement. I still can't see it with single words, except in poetry, where the change in language needs to have a sensible explanation. Edgar Allan Poe used a lot of Latin and French words in his poetry, and sometimes in his short stories.
Thinking about it, the Fantasy-equivalent is probably adding words in Elvish, Orcish, etc. People always seem to use other languages when they want to give a sense of a different culture. But that's not what I'm really striving for in this. I want to use words that have slightly different connotations in e.g. English than they have in German. Sometimes words also have different usage. "Contemporary" as a word is used in English much more frequently than the rather clumsy German translation for it. There are single English words that are used more commonly than the German equivalent (probably also works the other way round). In Oxford I picked up some speaking-habits that sound very ood when I transfer them to German, simply because the German words are usually old-fashioned and not in use anymore.
On a side-note, I also do that when talking with multilingual people. I recently talked with someone about writers, and mid-sentence I inserted an English word because I just couldn't think of a fitting German equivalent. It's probably more weird than anything else, so I don't know if I want to make a habit out of it.