Hmm...Might be better to not have him be a voidling, raises too many issues on how he's walking around without protection....or walking around at all in fact, a name like Nyarlathotep would put him into Brood Father Territory and they be big.
Hell....Just because there is a Nyarlathotep Demon, doesn't mean there can't be a Nyarlathotep Voidling who slipped the name and some power to him in the past to go nuts with.
But in either case...plenty of lovecraft gods in the sea.