So, we have the Black Goat and the King in Yellow, will the Crawling Chaos make some kind of appearance? And the Demon Sultan will have some kind of influence in the broken reality?   

And the Regulators? Are they present in lore of Lovecraft or they are creations of your sick mind? Not that I mind, I love the insanity events in the game, the more the better, the perk "forbidden knowledge" in the memory lane will have impact in events like the "evil twin" perk. The Forbidden Knowledge would make a good conversation starter with Lady Vixen, Azar, or maybe even Hana and the river ghost.