The Brothers of the Yellow Sign
From Tatters of the King
Aleister Crowley suggested that Malcolm Quarrie may have gone to Italy to see "Il Fratelli di Signo Giallo", an artistic circle based in Rome (at least that's Crowley's recollection) that meets once a year to perform a single private performance of a particular play.
Crowley dislikes drama, and as such has no interest in "The King in Yellow", so he knows nothing more about this.
In Italy it was discovered that though based in Rome, the Brotherhood has a Milanese chapter, and it is to this chapter than Quarrie belongs. Known members of the Milanese chapter are Quarrie, Thomas Villiers, Roberto Anzalone and Giuseppe Colombo. The brothers are the secret backers of Quarrie's 'Pilgrimage of Grace'.
Villiers described the beliefs of the Brotherhood as being based on the idea that Christianity is a corrupted version of the truth of Hastur. The strange theology of the Brothers has byakhee as angels and says that the Christian Trinity is an echo of the trinity of Hastur (the father), the King in Yellow (the son) and the Stranger, or Prophet (the holy ghost).
The Brothers seem to believe that the coming of the King in Yellow to Earth is the truth behind the Christian idea of the second coming and that as such it will be the greatest day in human history.
The Rome chapter of the Brotherhood sent an assassin after the former Vatican investigator Umberto after becoming worried about his activities. The assassin, when captured by Nathaniel Browne, was carrying an ornate stilleto bearing a Yellow Sign.
According to Umberto, the Brotherhood are secretly led by a group of immortals from the ancient land of Valusia whose overall aim is to bring Hastur to Earth and to rule in the name of their 'Living God'. Though he seems quite certain of this, he has no actual evidence to support this claim.