The Second Rome

According to a tradition found among many Eastern Orthodox Christian communities, Constantinople (modern Istanbul, Turkey) was the Second Rome, to which the seat of Christianity shifted after the fall of Rome to the barbarians in the Fifth Century.

When readers of speculative fiction think of Constantinople and the Byzantine (Eastern Roman) Empire, we tend to think of Harry Turtledove, the Byzantinist who launched his career with stories of alternate and fantastical Constantinoples. However, he is certainly not the only one to write of what the Byzantine Empire might have been. David Drake and Eric Flint wrote a six-book time travel series about Belisarius, in a world in which a living computer from the far future has traveled backward in time to prevent a horrific racist enemy from manipulating India's caste-based culture into a monstrous tyranny dedicated to the preservation of a "pure" humanity.

And in Historical Lovecraft: Tales of Horror Through Time
we see the marks of the meddling of the Great Old Ones in that part of human history, in "Silently, Without Cease" by Daniel Mills. His jumping-off point is the Plague of Justinian, one of the earliest known outbreaks of bubonic plague in Western Civilization. In the manner typical of virgin-field epidemics, it cut a wide swathe through a population with little genetic resistance to the Yersina pestis bacterium. Coming at a critical juncture in history, it wrecked the Emperor Justinian's plans to reunite the Eastern and Western Empires and restore the glory of the Roman Empire at its height. From that point forward, the history of the Eastern Roman Empire would be a slow but steady erosion, first to the Zoroastrian Persians and then to various Muslim forces, first Arabic-speaking and then Turkish.

In the Cthulhu Mythos, Nyarlathotep is associated both with the Egyptian pharaohs and with plagues and other apocalyptic events. Thus it seems natural to suggest that the mysterious ragged figure who arrives with the plague and subsequently heads West, with him or one of his minions.