I'm forced to attribute the lightning strike to Nyarlanthotep. If he is presented in another story related to voodoo, than there is some support. I have to also believe that he was involved in the story "He", at least until this is disproved.
There is plenty of Christianity in the form of Puritanism in his writing, however his own created pantheon has to be behind the motivation of any cult members or any strange folk who are evil.
There is also the similar dialect of the two characters in "He" and "The Picture in the House".
Anyway, it simply puts the question to rest as to the source of the evil. This may give Nyarlanthotep a ranking among the extraterrestrials (mentioned in "The Call of Cthulhu"), if he was one of the Old Ones, he did not join them under the water, and that needs to be explained within the text by inference or else directly, or else in some other source such as Lovecraft's letters, unless of course the only one that can explain that is the priest Cthulhu.