I think a lot of things describe more Call of Cthulhu designer's attitudes, not necessarily HPL's actual stories.
For instance, guns being worthless. The only story where I really remember that was stated was The Dunwich Horror, and that probably had to do with the size of the Horror more than anything else. Wilbur was killed by a dog. If a dog could kill him, a gun likely could have. I mean sheesh, dogs can kill people, but I've never heard of one tearing up a person like Wilbur got torn up. He must have been pretty wimpy, despite his great size.
Similarly, in The Whisperer in the Darkness, the Mi-Go are held at bay in part by the guy's gun (and dogs).
Also, about mankind being insignificant, that might have been HPL's beliefs (since he apparently was some sort of nihilist), but at the same time, the various Mythos critters (and gods) seems to be obsessed with humanity and the Earth. I mean, if Cthulhu is sleeping, why does he care when he wakes up? Seriously, I would prefer to sleep in if I had a chance, but he makes great efforts to manipulate humanity. Yog-Sothoth is supposed to be some sort of mindless blob thing from beyond, but he apparently likes to sleep with human women. And Nyarlthotep himself seems almost human at times. If humanity is so unimportant, why are so many of his forms human (or human like)? The Mythos most certainly does seem to care about humanity. Yeah, it wants to manipulate it for its own purposes (another example - Hastur apparently has a cult of humans who fight the Mi-Go), but that's still caring.
I also don't quite think he was without hope - just that hope was to be found in science. I think the Great Race of Yith of his was almost his version of a Utopian society. They conquered everything through science, basically, even time. He seemed to be sort of anti-emotion, though.
I think probably the most common theme of his stories was evolution, and how "mixing" races (or the opposite, inbreeding) can cause "degeneracy". This was actually pretty common for the time, as Eugenics was insanely popular back then, sort of like Reality TV and iPods combineds.