Oh, certainly, HPL was a mess of repression and fear. I think he feared, in descending order of importance: A.) Sex, women, and the associated gooeyness of it all, B.) the ability of sex to break loose the moorings of prim, proper rationality, C.) ethnic immigrants of uncertain beliefs and lower-economic class pedigree, who might just embody or embrace a familiarity with A. and B.

Can't remember which tale it is, but I think it's "The Horror at Red Hook" which has the most overt racial panic vibe to it.

HPL didn't think too highly of immigrants of any kind, and it shows, but at least he could bring himself to portray them in a story. But women? I think there are only two stories in his entire body of work that have female characters, and neither of them are sympathetic protagonists.