On the topic of whether or not physically fighting Mythos creatures is hopeless, Willow Palecek did a blog series a while back based on a reading of the Lovecraft stories (overall conclusion: often you can, sometimes you can’t):
willowrants.wordpress.com – Can You Fight the Mythos? Part I
https://willowrants.wordpress.com/2011/04/07/can-you-fight-the-mythos-part-ii/
https://willowrants.wordpress.com/2011/04/28/can-you-fight-the-mythos-part-iii/
https://willowrants.wordpress.com/2011/05/21/can-you-fight-the-mythos-part-iv/