Named beings yes. "Lords" is entirely up for debate. We don't know honestly.
Mak Thuum Ngatha 'The Nine Tongued Worm' - worshipped as a deity by the psurlon of the Astral Plane
Piscaethces the Blood Queen - one of the "elder evils" worshipped by the Aboleths (don't read too much into the name, because they don't embody Evil, and time is well, meaningless on that elder designation). Other so-called elder evils are worshipped as gods by the Aboleths
Tharizdun / Elder Elemental God - maybe. It has been suggested, but there's no firm proof.
The critters in the ELH whose names I cannot spell are powerful, but not unique beings from the Far Realm
The Dragon King - name for a being imprisoned in an artifact on Toril, recent material has seemed to rewrite it to being from the Far Realm rather than a deity from another world on the prime material