As you noted in another post. Different idea of cosmic horror I guess. I've taken to calling mine Cthulhu Horror (since we literal played out the short story Call of Cthulhu) to help with the confusion. But for me cosmic/ Cthulhu horror is about a few things:
- Cosmic entities of reality bending / destroying might that simple do not care about humanity. Their desires and goals are unknowable to humanity. If summoned they are as likely to kill their cultists as do their bidding.
- An uncaring universe. There are no forces of good to rescue humanity. We are all we have to stem back the tide.
- Various cultist and alien beings with wicked agendas.
- The only hope is to escape notice or delay the inevitable doom. You cannot "win," only delay.
To achieve those goals, the only change I need to make to 5e, IMO, is to make PCs insignificant. The rest is handled by the extant rules and how we roleplay / DM. I chose to do that by limiting the level range, class restrictions, and reducing HP.
I do want to acknowledge that sanity is a thing in cosmic horror; however, as I have fairly recently read
Call of Cthulhu (a year+ ago) and
At the Mountains of Madness (yesterday) I want to point out that narrator / protagonist in both stories does not suffer any madness (other characters do). And that is the role I see the PCs, the protagonist of the story. They investigate and fight (futilely) the horrors, but are rarely driven insane by them.
PS Have you read Dracula? Once Van Helsing gets involved the title character is pretty much running with his tail between his legs the whole time, and he ends up destroyed.