In “The Call of Cthulhu”, Lovecraft paints the cultists captured in the swamps beyond New Orléans as crazed degenerates, people who have abandoned reason. So, it’s possible to write off their claims that supernatural beings committed the murders of which they’re accused as either shared delusion or self-aggrandising lie. However, if otherworldly entities did perform the ritual killings, what might they be? The answer is: tentacles!*
Or, less humorously, something else.
All denied a part in the ritual murders, and averred that the killing had been done by Black Winged Ones which had come to them from their immemorial meeting-place in the haunted wood. But of those mysterious allies no coherent account could ever be gained.
—II. The Tale of Inspector Legrasse, “The Call of Cthulhu”, H.P. Lovecraft
Three entities from the Mythos spring to mind for these black winged creatures: Night Gaunts, Byakhee, and Shantaks.
Night Gaunts are said to serve Nodens, who is benevolent—at least to the extent any being is. Randolph Carter describes their attack as tickling rather than something brutal. £ven adding the possibility of them lifting someone to great height and dropping them, they don’t seem a likely suspect for answering the call of a Cthulhu cult or for brutal killings that the Police considered performed by humans. Mentions of Night Gaunts in other stories are also in mountains rather than woods.
Byakhee are first mentioned by name by August Derleth; however, many people consider that they are the “winged things” mentioned in “The Festival”. Creatures that serve an inhuman cult beneath Kingsport seem a more likely option than Night Gaunts. However, they are described as “hybrid”, which suggests they are creations of recent magic/science rather than something that’s lurked since time immemorial.
Shantaks are elephantine creatures with some similarity to a bat and horse-like heads, and are loyal to Nyarlathotep. This sounds a much more plausible candidate for a creature that is old, brutal, and likely to answer the call of chthonic cults. Randolph Carter describes them as resident in the Dreamlands, which does vaguely fit the image of a haunted wood and timelessness, but also means they’d have to have either been summoned across or found a path from the Dreamlands. There is some evidence of a transition between realms earlier in the story: when describing the swamp where the cult lurk, Lovecraft mentions that “…squatters whispered that bat-winged devils flew up out of caverns in inner earth…”; southern Louisiana is alluvial, marsh and swamp, so—even accounting for Legrasse’s force travelling a considerable distance for the time—there are unlikely to be massive caverns beneath the cult’s meeting place; however, ghouls are described as moving between Earth and the Dreamlands by coming up from below and Randolph Carter enters the Dreamlands by descending a massive flight of stairs, so tunnels to the Dreamlands are plausible.
Another alternative is that the creatures are a different, unnamed, entity (potentially an ancestor of the tame hybrid creatures in “The Festival”). As Lovecraft didn’t set out to make all his Yog-Sothothery fit together in a tidy fashion, it’s entirely possible he decided that ancient, flapping killers added to the scene and didn’t expand them beyond the line in “The Call of Cthulhu”.
So, if I were seeking to link the cult into the wider Mythos, I’d pick Shantaks because it’s easy enough for either Carter to be wrong about them being only in the Dreamlands or for them to have found a way to the real world, perhaps with the aid of Nyarlathotep, the arch meddler.
*”Tentacles”, Shoggoth on the Roof, The H.P. Lovecraft Historical Society