I'm going to give you a list that may be more on the fringes of what you want.

You might be interested in Clive Barker's The Great and Secret Show, and its sequel Everville. It's been a while since I've read them. I think Everville had more of the eldritch stuff, but I don't recall whether it holds up on its own.

Peter Cline's 14 fits what you want, though it has a bit more of a modern tone. The Fold takes place in the same world.

American Elsewhere by Robert Jackson Bennet.

The Way Up Is Death by Dan Hanks

An Absolutely Remarkable Thing by Hank Green