So I have a Malevolent theory as to which God is going to be the focus.
(Preemptively, I'm sorry that this is a bit long and rambling.)
I think this series's focus is going to be on Yog-Sothoth, AKA the "Lurker at the Threshold" or "Guardian of the Threshold".
Not just because this series is called "Malevolent: THRESHOLD", but also because Yog-Sothoth has been haunting the narrative since as far back as episode 8. (After John first mentions "The King in Yellow", the eerie whispers that follow are reciting Yog-Sothoth's description from "The Dunwich Horror".)
By all means, it's shocking Yog-Sothoth hasn't appeared yet. Like, it's coterminous with spacetime and almost as core to the mythos as Azathoth, yet it hasn't even been mentioned beyond a few references to "Threshold". So what's it doing?
(Also, given how much a theme of Malevolent is "Father Issues": guess which yellow-cloaked entity Yog-Sothoth just so happens to be the parent of in later versions of the Mythos? Poor John: he's going to be the one with Father Issues this time around.)
(Again, sorry: I just have way too many Thoughts.)
I haven’t personally read that story in a while or know much about Yog but sounds like a theory that has merit! If that’s true, it would be very interesting to see how the lore of Harlan’s world works. I’d always assumed, at least partially, that his version of the King in Yellow had origins that aligned Chamber’s works, but I suppose it would make more sense if he used the version of the mythos Lovecraft wrote. I haven’t read all the way through the Keeper’s Rulebook for the TTRPG setting, so I can’t say which one seems to fit more closely. Either way, interesting theory!