Looking at the index of Volume II, some Gods are mentioned in multiple places. For example, take Nyarlathotep. Here is the index entry:
It would be great if the main entry could be highlighted somehow. In this case, it would be page 142, where the actual article for Nyarlathotep begins. It could be bold or bold and underline or something. Most of the "popular" Gods have the same problem, should you wish to find the main entry and not just places that mention it.
For example:
Nyarlathotep . . . . . . . . . . . 10, 11, 13, 20, 21, 32, 33, 47, 49,
97, 124, 125, 139, 142, 144, 145, 146, 148, 149, 150, 152, 153,
154, 156, 157, 158, 160, 161, 164, 165, 219, 225, 227, 253
This could improve the usefulness of the index!