Call of Cthulhu

I translate German folk tales, and here is one that definitely made me wonder about possible connections to the Cthulhu Mythos:

In the year 1454, a curious heresy spread in Thuringia, particularly in the Sangerhausen region as well as the domains of the Schwarzburger Unterherrschaft. According to legend, the men and women who adhered to this heresy secretly came together in cellars and dark chambers where they worshiped the Devil. The Devil appeared in the form of a bumblebee and flew in front of the mouth of each of them. Once the devotions were over, the lights were quenched, and everyone grabbed around them. And when they grabbed someone of the opposite sex, they sinned with them in a brazen manner, even if they were mother, sister, or daughter.(*) A smith revealed this to the lord of the realm, and led him to such a congregation in disguise so that he could witness this outrage for himself. After this, most of these sectarians were apprehended and burned, but many of them went joyfully to their deaths.