BTW Vhuzompha is an actual Lovecraft creation.
Hate to "well, actually" you, but Vhuzompha is a creation of James Ambuehl. Certainly part of the extended Cthulhu Mythos, but not one of Lovecraft's original beasties.
To be clear and/or fair, a number of the beings (or at least their names) even in Lovecraft's stories were not made up by him — for instance, Hastur came from Ambrose Bierce by way of Robert Chambers's The King in Yellow, and Dagon was a Philistine god mentioned in the Bible — and that's part of what makes the Cthulhu Mythos as engaging as it is. Even when Lovecraft was writing, it was an open world with many conflicting and contradictory voices, with a number of other writers playing in the same pool.