http://nisamerica.com/index.php?nav=ap&aid=nyaruko&pfile=chars.php
Obligatorily modified show title aside, we see our localized subtitles opting for "Nyaruko", "Kuko", and "Hasuta" for, as tagged here, "Nyarlathotep", "Cthugha", and "Hastur", among whatever others. I'm not familiar with the series, so whether this should prompt for aliases is up to others.
EDIT: I see from the trailer that at least the first two are represented by names as currently tagged. Might still be use for a common->proper alias set.
Updated by NeverGonnaGive