A few suggestions for you which I have found helpful for my own game.
1) The game is yours, if you need to change how something works just do it. It only has to make sense to you. That being said, your players need to know the rules so keep them informed. IE I split Search in two, a Passive Search skill and an Active Spot skill. One is them trying to find something , the other is them incidentally noticing something. I also opened it up for other skills like Guns Akimbo, duel wielding pistols. Drunk fighting, etc. Usually the requisite NPC has a strange skill of some sort.
2) It is really hard to instill actual Fear. Paranoia and a strong sense of self preservation are easy though. I find that my group, which sounds similar to yours, started out being bold Heroes and are now paranoid shadows. They quickly found that when they kicked in the door and shot the thing a few times and nothing much happened......well, you know. They were used to Dnd where they could face anything, now they won't even look into deep pits or take any chances they dont have to. They have even abandoned their own mate when something attacked an isolated member in the dark. Very humbling lying in the dirt listening to your buddy getting eaten. In the dark. By a floating thing with no eyes.
3) I would definitely make them generate their own characters. If they have no personal investment in the char, they wont care if they die. They are several good autofill sheets which make it pretty slick. My guys actually find it to be a really enjoyable part of the game. It is , after all, the high point of their sanity.
4) Background audio does wonders. Having some creepy sounds going in the background makes a world of difference for the feel of the room. I recommend online radio. This works both ways, if they are in a 1920s harlem bar, they should be listening to the right music. If they are in a tentacly swamp....
5) Patience and anticipation. The best plot devices I have found are the short and long story arcs. The campaign should have a couple lines that develop really slowly and show only minimal progress (but it still must advance) . Each session should have some clear objective (in your mind) IE They need to survive the night and get out of the witch house with the ancient tome. I try to end my sessions with the PCs in a safe place where they can rest and lick their wounds. If I can hear them breath a sigh of relief as we wrap up , I know they have been tense and properly engaged. We play weekly so I want them to be thinking forward of their next objectives rather than wondering whether they are going to survive the night.
6) Always roll with it. My guys always find a way to go off in a completely unanticipated direction. They are all ADD as far as I can figure. Any little detail can suddenly become the pivotal clue which they must have immediately. Often it means that I throw away the Real clue and just use the one they fixated on to get to the same place. Or, they get some obvious hint like they walk into the cultists favourite bar and it is full.
7) Lovecraftian Resources. I would highly recommend listening to a bunch of audio books yourself and keeping your players completely ignorant of the mythos. That is where they are supposed to be at this stage. It is hard to fake having no idea what to do with a Fire Vampire. There really is nothing like giving a thorough description of a critter to a guy and having them run though the list of options on how to kill it or how to get away from it while it is busily chewing up bystanders, the hotel lobby, and a few cars. Also, I am enjoying The Book of Cthulhu 2 , it gives an excellent perspective on how your sessions can be high action shoot run shoot, or cloak and dagger spy vs spy, or just flat out ghost stories.
8) Get feedback. Get your players to tell you what they did/didnt like. I cant imagine that they wouldnt but I found bouncing the general feel and concept of the game around with my guys has helped get them more involved as well as controlled themes in the game itself.
Oh, and I would go with 7e rather than 6th. Just my two cents
Good Luck !