I reckon that the story with Nameless could continue like this:
At some point in the story we could visit Tao´s house as we are researching about the events in Mythshore. The MC decides to take all the chances to find answers. We tell Tao about Mythshore and he happens to have a couple of book shelves. He asks us if we want to take a look. Although the MC doesnt find what he is looking for, there are interesting volumes in history/myths. And as a coincidence an obscure looking book catches our attention (High perception check needed to make things more exciting) In this book would be described different beasts/creatures and in one of those we would learn about Cthulu. (High int needed and you get an amount of sanity damage as we learn what Cthulu´s original plans are)
This would cause in the future to adress Nameless by its proper name and we could ask him questions in the next meeting such as: "When will you completely wake up?" "What do you want to do now?" And I believe this could be a nice moment to decide if we want to give him the orb willingly or not :D
(As you can see, even if I could be doing other things, I am still making up possibilities haha xD)