Lovecraft's stories, by themselves, are pagan compared to Christianity at least; there appears to be no manifestation of the Christian god in the stories. On the other hand, older gods worshipped before Christ do exist as actual gods (Nodens and Hypnos in particular), or as monsters mistaken as gods (Dagon), plus whatever the heck Hastur is. That being said, nothing in Lovecraft denies Christianity directly, beyond saying that the true ruler of the universe is Azathoth (which is a pretty big heresy); the Christian god could just be another powerful magical being a la Hypnos or Nodens whom we just don't meet in the stories. In particular, the Christian god could easily be one of the unnamed gods of humanity milling around the summit of Unknown Kadath during the climax of the Dream-Quest.
Additional writers who have expanded the setting, including those who were friends of Lovecraft during his life, made Christianity and the Christian god a real thing, and a force for good in the setting (as with much of Lovecraft's mutation away from his original ideas, we have his Ultimate Fanboy August Derleth to thank for this, although to be fair Robert E. Howard brought in that as well with his Solomon Kane stories, which take place in the setting because of Kane's link to Conan). Lovecraft didn't particularly care as long as the stories were good. Additional post-Lovecraft writers, especially Brian Lumley, have brought in all manner of theological wackiness to the setting.
Zoey's theme from earlier Arkham Files games is that she's an insane serial killer who just happens to go crazy on monsters far more often than on humans, and uses the chef job just as a way to make ends meet until she snaps again and starts stabbing things.