Azathoth and Yog-Sothoth are not seperate gods, but both aspects of Yaldabaoth - the Demiurge - the pantheistic god who is omniscient and omnipotent within the confines of the omniverse, but is powerless and ignorant of everything which exists beyond; this ignorance extends to Its parents, the benevolent God Ahura Mazda and the malevolent God Angra Mainyu.

So, you see, Lovecraft had no more insight into the natural order of the universe than any other prophet or religious leader - he saw through a glass darkly, like all his predecessors and successors.