I only planned on doing two posts about theories of social structures and how to use them to play Lovecraftian horror, but I think I skimped on describing one part of the theory and left some people confused. And actually, it's probably the most useful point for thinking about fear and horror.
What Durkheim did in terms of this theory was come up with the idea that the primary feature of religion is to establish categories that make sense of the universe. In other words, gender roles, age roles, social status roles, ideas about the differences between human beings and animals, or the living and the dead. This is why you can make distinctions between Small Groups with a very simple interpretation of the universe and Strong Groups with more elaborate systems of categorization.
The boundaries between two categories form a sacred area, and things that don't quite fit in either category become the targets of awe or dread, either worshiped or feared. Thus, some people with strong boundaries between genders and stereotypical gender behavior may exhibit homophobia, disgust at cross-dressing, or in more extreme cases prejudice against women working in a "man's" job or vice versa. Or, more relevant to horror, the line between living and dead is considered a strong boundary, making ghosts and the living dead pretty popular in scary stories.
This is why several of the examples in my second post on this topic were about people or things that appear to be in one category but are secretly in another: the supposedly competent member of society who is secretly insane, the safe hiding place that might actually have evil inside it, the upstanding citizen with secret illegal behavior. Another similar trick is having a different set of categories and rules when PCs enter a new location; players who expect their characters to have the support of the law and common social courtesy are going to be surprised when they enter a gang-controlled area.
Monsters are often designed as boundary-breakers, mixing two different creatures in the simplest cases, or violating the expected laws of biology or even physics in the more extreme cases. The cheesy way to do this is to add tentacles and insectoid eyes to otherwise normal creatures. Lovecraft himself occasionally overused ichthyoid and batrachian features, but usually focused on violations of the boundary between solid and gas, or matter and energy, as well as amorphous, constantly shifting structures.
So: violate those boundaries, folks. Find out what your players think the normal game world should look like and break their expectations.