I just realized that the 2973 M.U. Expedition up the Mekong leech-creature could very well be the "Watcher in the Bayou" of Dwellers in Shadow (p. 7).
The skinless-looking figure from 2952 The King in Yellow could be Nyarlathotep in his guise as the "Skinless One," of Horror on the Orient Express, Book Four (p. 2).