Something that isn't quite like a thesaurus. For example when writing fantasy it would be nice to have a list of established fantasy terms, partly so that I don't plagiarize other writers (words that are common enough to probably have been used before like dragonborn or fel magic) and partly to become inspired by others' creations. Another aspect is to be able to become a better genre writer such as looking up the "best" word to use in a fantasy setting when describing everyday objects that need a "non-modern" flair like saying "looking glass" instead of "mirror" (bad example I know).
I'm not sure if this helps but you might try to go in the opposite direction, instead of looking for a fantasy thesaurus simply look up a name generator. Most name generators produce original names not found in most common fantasy or sci-fi. This is what the reverse of what you're asking for but I think it would help. You can also download medieval or fantasy insult generators or find a list of words from the early 19th century to describe things that we have today using words that have fallen out of fashion (use early nineteenth-century terms instead of words from the Medieval Age because it will make it easier for your readers to understand what you're talking about without needing a dictionary.)
None that's immediately obvious, however there are multiple compendiums of various aspects of fantasy worlds. A quick google for 'dictionary of fantastic places' brings up a book that is just that, for example.
Googling for terms you are thinking of using should quickly bring up references to places they are used, and this horrendous time sink is an excellent way to check plot devices you may wish to incorporate in your world for sanity/overuse.
Aside from that: Wikipedia is easily navigable and contains a great many examples of world building that you can use for inspiration/to avoid similar worlds.
If you're looking for an easy way to turn words like 'old man living in the city of Quarn' into 'The Venerable Seers of The Magnificent Quarn', then I'm afraid you'll need to do three things:
1: Read a lot.
2: Grab an actual thesaurus.
3: Use your imagination.