Lan Xang was a Lao kingdom that lasted from 1354 to 1707, i.e., from the Yuán until the early Qīng in Chinese terms. Lan Xang appears at the bottom of map No.1 on p28 of The Celestial Empire.
There's been a recent article by Bryan Thao Worra, a Lao-American short story writer, on the Innsmouth Free Press web-site, which provides a lot of Cthulhuesque adventure ideas in Lan Xang. Obviously, a lot of those ideas can be ripped off for a cross-over CoC/TCE game, or even for a regular high-fantasy TCE game.
I am copying the juicy parts of the article below:
Once known as the "Realm of a Million Elephants", Laos today is home to over sixty different documented cultures, each with its own languages, epics and customs. A nation the size of Great Britain, Lao geography is 70% jungles and mountains, with many ancient temples and ruins, even the mysterious Plain of Jars, filled with giant urns of unknown purpose.
There are plenty of beings from the Cthulhu Mythos created during the 20th century who’d fit right into a Lovecraftian Lao horror story. Consider the Tcho-Tcho and the Crawling Chaos, Nyarlathotep, Yig, the Father of Serpents, elephantine Chaugnar Faugn, the serpent people, or freshwater Deep Ones plying the Mekong before swimming into the cryptic depths of the Pacific.
Plenty of figures from Lao legends more than fit the bill as Lovecraftian entities. The Lao regard the Nak, or Nāga (TCE p125), as sacred protectors, particularly of the teachings of the Buddha. These are shapeshifting, serpentine beings imbued with magic powers and a capacity for terrible vengeance on anyone who despoils their sacred streams, rivers, lakes, or hidden caverns. But I advise you to treat them respectfully within your story.
There are also the Nyak, who have their roots in the Rākshasa legends of India (TCE p125-6). They are giant, horrific anthrovores of remote wildernesses. Some swore to protect the teachings of the Buddha. Others have far, far different designs. Lao legends are filled with legends of terrifying roaming weretigers, half-bird women, hungry ghosts, flying horses, and mystic hermits. With a little digging, a writer finds amazing opportunities.
The Hmong in Laos have numerous entities who invoke dread and fear, such as the poj ntxoog, a nightmarish malignant hag hungry for human flesh. One forest spirit is known to approach mountain farmers at night, its arrival heralded by poultry exploding or pigs turning inside out. The classic Hmong legend of "The Orphan and the Zaj", an aquatic dragon-like being, was retold in the early 1980s as a comedy, but, when read correctly, should more likely be interpreted as a terrifying adventure with Lovecraftian undertones.
Most traditional Lao epic myths are poorly translated into English, seemingly inconsistent, incomplete and even contradictory. Sometimes, they’re horribly abridged; other times they’re incoherently voluminous. For the Lovecraftian writer, this should be rather familiar and almost reassuring territory to wade into.
An excellent online resource for Lao folktales can be found at Northern Illinois University, which houses a free archive of many English translations of Lao legends and myths.
I would particularly highlight the translation of Phra Lak Phra Lam, which is a Lao take on the Indian epic of the Rāmāyana. Featuring warrior monkeys known as "vanon", titanic Nāga kings, mermaid generals, shapeshifting monks, villainous giant Rākshasa on an island fortress and spells aplenty, it would be simplicity itself to set a sword and sorcery tale within this story, especially one with the classic trappings of the Mythos.
Phadaeng Nang Ai is another tale with significant potential. It’s a love triangle between the Nāga prince Phangkhi, a human princess named 'Aikham', and the human king Phadeng. The aspect of interest for Lovecraftian writers is the revenge of the Nāga king, Suttho, who leads an army of Nāga to kill everyone in King Phadeng’s realm for eating Prince Phangkhi. The Nāga king seizes Princess Aikham to live in the fabled underwater Nāga city of Badan. King Phadeng’s solution is to end his own life so he can become a ghost king who rallies a ghost army to seize his beloved back. If you can’t work with that, turn in your elder signs.