I love that this exists. Any Lovecraftian angle to the light-touch rules of Mörk Borg would be in my wheelhouse, but your spin away from strictly Lovecraft into a wider Weird Fiction mythos makes this irresistible.
For one thing nobody is going to do double takes at monster x and go “Er, is this a coded minority stereotype?” But also, the pantheon you devised would go equally well as a (almost) plug’n’play replacement for the stock deities and monsters in CoC. Captivating work!
I can’t wait to run a bunch of Cthork Borg scenarios with my group!