With the special edition, got it from pledging but not top bottom pledge, there’s a 500 pages pdf on lore. The problem for me is it’s not translated so I only browsed it at lightening speed.
Myself I didn’t felt the Lovercraft mood, and I don’t think it was the real target of PP. The more and only stuff a bit Lovercraft are Sirens, really scary. The investigation around origins and PP origins, is a little bit Lovercraft but it’s only if you want see Lovercraft everywhere.
For me the mood is still good and special, different than the Fireaxis XCOM approach.