The Yasakas are related to Old Man HendersonNyarko muses in Episode 3 if Miharo is related "to the cursed deity hunter in the black book!?" His mother is able to take on Mythos deities using just forks. They're able to communicate and live with Nyarlathotep, Cthugha, Cthulhu, AND Hastur, and still not go insane. There's only one person that could do this: a man cursed with insanity who actually destroyed Hastur. The only answer is that Miharo and Yoriko are decended from Old Man Henderson - The Man Who Won Call of Cthulhu.
Aisora is Yoriko's mentorIt explains why the Author Avatar accompanies her on her adventures.
A certain deity will show up as a shady, full-figured woman in a trenchcoat who sells extremely disturbing porn.Y'golonac (you fool, you've awakened him!) is the god of depravity and assumes the form of an obese, headless man outside his prison, so it wouldn't be too outlandish to think his cutesy counterpart would be fleshy and deal in shockingly filthy videos/games/books.
Nyarko isn't the Nyarlathotep, or nearly as horribleLet's face it, there's no way Mahiro x Nyarko isn't going to happen. His biggest hang-up (aside from her Manic Pixie Dream Girl nature) is the idea that the perky teen girl is just a mask for a terrible, formless cosmic horror. However, in episode 1 of the second TV show, she outright says "They call me Nyarlathotep, but I have a real name". And we already know that she likes to lie in order to mess with people (IE, claiming she's pregnant). So perhaps she's actually just a regular Humanoid Alien who claims to be a tentacle beast just to play with Mahiro's head, and there'll be a reveal in time for them to become an Official Couple.
Mahiro will become a Henshin Hero like Nyarko.It's already been established that Mahiro inherited some of his mother's combat skill, and his knowledge of Lovecraftian lore makes him oddly capable of dealing with the weirdness of his day-to-day life. On top of that, the "good luck charm" Nyarko gave him is in fact the Shining Trapezohedron, one of the most powerful artifacts in the Cthulhu Mythos, which is linked to Nyarlathotep and can summon a creature called the Haunter of the Dark. Combining this tidbit with Aizora's love of Toku, we'll probably see the Trapezohedron be installed into a Kamen Rider-style belt that allows Mahiro to draw upon some of Nyarko's power and become the Hunter of the Dark.
Nyarlathotepan, Cthughan, and Hasturan don't reproduce the way we Humans do.They reproduce by staring at each other for a set amount of time. Their eyes would work as a sort of genetic scanner, they then use this to scan their mates DNA and make an exact copy of it, they then add it to the egg in them(or what ever the things called) and badda-boom, that provides the second half of the DNA for the offspring. That would explain how Hatsur could have Mahiro's child, males and females can bare the offspring.
Mahiro was right all along.Nyarko is actually just a cosmic abomination who is messing with him for the lulz, and every other character not from earth is just join in on the fun.
The girl's genders are only aestheticsWhile you could shrug it off as Japanese perviness as their literary counterparts are somehwat male (or at the very least use male pronouns), I argue that they're technically still male (if they were male to begin with anyway) and their human forms only appear to be teenage girls because they love anime that much and teenage girls are...shall we say, rather common.