This article is somewhat esoteric, even for this place. The page is but a single section from a larger site dealing with the themes of and inspirations behind some of the symbolic lyrics found throughout the albums of King Crimson. I found it quite by accident while aimlessly browsing through the results of a search spurred by the key phrase-
King in Yellow. Possible thematic influences from Robert W Chambers' more bizarre and intense work, as well as fleeting examples from Lovecraft, are explored on the page in question-
http://www.songsouponsea.com/Promenade/Yellow.html
Again, something that more than a few here may appreciate, however its specialized enough that I was hesitant to make any kind of thread out of it. I thought you might find it of interest though, assuming you've not already seen it, in light of your apparent knowledge and appreciation of the yellowish mysteries.