I just read "Winged Death", a Hazel Heald story that was clearly written almost entirely if not actually entirely by Lovecraft himself, while at lunch (sitting in my car, listening to White Bat Audio.) I was struck by this, as well as in "The Mound", that Lovecraft had oddly spelled yet obvious references to some of his Yog-Sothothery names. "The Mound" makes numerous references to Tulu†, for instance, and is one one of the many stories Lovecraft wrote which references Tsathoggua; clearly his favorite of all the entities that he didn't create/name himself. "Winged Death" also references both of them, the the diary/narrator refers to Cyclopean ruins deep in blackest Africa that are associated with Tsadogwa and Clulu. "The Horror in the Museum" also references two elder evils that I don't believe have been used anywhere else; Noth-Yidik and K'thun. I'm not a fan of apostrophes, so if I used that name, I'd change it to Kathun or Kathuun even. Clark Ashton Smith often liked to spell Tsathoggua as Zothaqquah. He also used Yog-Sothoth and Cthulhu with his own spellings; Yok-Zothoth and Kthulhut respectively.
I think it's pretty cool to have vague references to these guys, which is honestly mostly what Lovecraft does; they rarely star in any stories. Tsathoggua, Cthulhu Yog-Sothoth himself, and maybe Shub-Niggurath seem to be the ones most likely to get this treatment by Lovecraft. Smith and Howard sometimes used others. I like throwing in an obscure one now and then. Yogash the Ghoul or Yogash the Black are vaguely referenced Lovecraft creations with a cool name, as is Ghoth the Burrower. "The Doom That Came to Sarnath" references three gods worshipped by the ancient Sarnathans; Zo-Kalar, Lobon (and Tamash. Great (and obscure) names. I think I'll use Zo-Kalar as a replacement name for Zargon of B4 The Lost City fame because he's a cool Lovecraftian monster but has a bad b-movie name. Yhoundeh is another obscure one from Clark Ashton Smith.
Rhan-Tegoth and Ghatanothoa are two other more obscure entities Lovecraft created, and Chaugnar Faugn is mentioned by him, although created by Frank Belknap Long, another of the five individuals (which includes Howard and Smith as well as Robert Bloch and August Derleth) traditionally considered the Lovecraftian Circle. Gol-Goroth is one created by Howard which has a perfectly Lovecraftian name. Bokrug is another obscurish one, but I'm already using him extensively in CULT OF UNDEATH.
Other than Zargon of the profoundly bad name, D&D has actually given us some elder evils with some cooler, Lovecraftian-sounding names. Bolothamogg, Shothotugg and Y'chak, for instance. Zhudun, Prukal and Zurguth. Sertrous is—as far as I'm concerned—another name for Yig, and Dagon in Lovecraft and Dagon in D&D is essentially exactly synonymous. Paizo's gotten in on the action too; adding monsters/gods like Rovagug and Tychilarius, while their Aucturn the Stranger is a great place to put stuff if you don't want everything to come from Yuggoth. Frankly, Yuggoth works better as an extraplanar destination than a planet far out in the solar system where my scientific minded side can't get over the fact that it should be cold enough to freeze nitrogen and other gases solid; like we see in the outer solar system in reality. Seeing Yuggoth as an actual planet in the scientific sense probably is foolish. The same would be true for Cykranosh, Yaksh or Kynarth/Kinarth.
Of course; I could make up my own. But really; I'm not 100% sure what the benefit would be. Most of those entities are little more than names and vague hints as it is, and are used to fill in the gaps when you want to just make reference to occult-sounding names. For that, the familiarity of repetition from tale to tale is part of the point.
† In "The Mound" Lovecraft also called R'lyeh Relex, which I thought was an interesting spelling. Considering it was supposed to be a transliteration into Colonial Spanish, the X is probably pronounced like the current Spanish J or the Scottish CH in loch. Which means that R'lyeh can be spelled and pronounced more "sensibly" in English, perhaps as Relyeh. Tulu and Clulu clearly show that the TH in Cthulhu is not meant to be pronounced like þ at all, which is mostly how we do pronounce it, but rather as T and H separately but jammed together. In fact, C-T-H is all supposed to be pronounced together as three separate consonants, which is of course kind of unpronounceable. That's supposed to be the point, but even Lovecraft knew that people actually using the name would wear it down to something that they could say, so he had the alternatives Tulu and Clulu in the stories I recently read. Of course, Howard, in "Skull-face," used Kathulos, so that would lean towards Cthulhu as most people actually pronounce it.

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