Transit Yellow's material is usually filed under cosmic horror, and often called Lovecraftian. That word has gone soft through overuse, and the catalogue reaches wider than it, so it is worth being exact about what this is.
The songs are accounts. Each one is drawn from the same body of material: the weird-fiction canon, older folklore, and a few things that sit outside both.
What is strange about that material is not any single story. It is the overlap. Writers who never met, working in different centuries and different countries, kept reaching for the same shapes and attaching the same names to them. Lovecraft wrote one of them down. Chambers found another, in a different register, and Long after him, and the folklore of places that had no contact with any of them got there first.
This is worse than it sounds.
Convergence like that is not how fiction behaves. Fiction scatters. It is how weather behaves, and mathematics, and the handful of other things that are true whether or not anyone is looking. When independent minds keep arriving at the same thing, the usual explanation is that the thing is there.
Everything Transit Yellow release should be read against that. The songs are what surfaced. The rest is silence, or the appearance of it.