The ultimate price for some of the Harlot's knowledge? You crawl into a box that, willpower utterly destroyed, and stay there, for all eternity, unless the Harlot wants you out. In other words, it's a sensory deprivation tank owned and controlled by an Eldritch Abomination.
Connor's gift to the Old Ones? Letting his body be used as a vessel for one of them, after his brain and eyes have been plucked out of it. Connor's punishment for trying to escape from this fate? He gets to stare at his disembodied brain and eyes in a mirror until his body is no longer needed. Provided he can stay sane.