I just finished reading Bitter Seeds by Ian Tregillis (part of the Birthday Bounty). It’s WWII alternate history (fantasy/horror), and it reminded me (at various points) of the following books:
…and, unfortunately (from the point of view of the characters):
As the above list suggests, it’s sort of Mythos-like, but in sentiment rather than language; there’s a growing bleakness that will no doubt be reflected in the next book in the series. Check it out, but be prepared to find it a slight downer.