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.

Good point. His stories make up the most asexual body of literature I know of. I don't know that he wrote anything explicit about his loathing of women, so it's hard to know exactly what he thought or felt. But rendering women entirely invisible in his stories was not a sign of indifference...