[@Sailorsadie]
Glad that you’re interested. Do you have any character concept in mind or at least what kind of monster you want to be?

[@Havoccultist]
Glad that you also have an interest in this. While I’m not super familiar with all the beings of the Cthulhu mythos, out of the three mentioned, I believe Nyarlathotep would probably work the best, or you could create an original eldritch being. The only problem with these kind of characters is that they exist on cosmic level and might  not have any real stake in what is going on on Earth. But if you reworked Nyarlathotep a little bit, maybe toning down his powers, I could see him as a member of the Council of Night.