This might help: [
www.oceanstar.com]
"The Return of the Sorcerer" and "Ubbo-Sathla" are definitely Cthulhu Mythos (reference to the
Necronomicon), and because of their interconnections the Averoigne/Hyperborea/Atlantis/Poseidonis stories are sort of a shared setting with ties to the Mythos through Tsathoggua, the
Book of Eibon, etc., much like Robert E. Howard's Conan/Kull/Bran Mak Morn/Solomon Kane stories are a kind of shared setting with ties through various references to Lovecraft's creations. Smith even traced some of the connections between his creations and Lovecraft's with his "Family Tree of the Gods"