Shub-Niggurath was an outergod and, with Cthulhu was a part of HP Lovecroft's mythos.
Along with Cthulhu, this outer god was also heavily mentioned in the first game. Ezechiel Pregzt named both his ship and his mansion after alternate names, all of them mother goddesses. Ezechiel Pregzt, reincarnated and under the alias, mentioned to a group of people.
In one of the books in the Derceto library, it was said that this elder god was involved in a ritual to summon a Vagabond.