The Whisperer in Darkness. It mentions the Lake of Hali, the Yellow Sign, and Hastur.
I found myself faced by names and terms that I had heard elsewhere in the most hideous of connexions—Yuggoth, Great Cthulhu, Tsathoggua, Yog-Sothoth, R’lyeh, Nyarlathotep, Azathoth, Hastur, Yian, Leng, the Lake of Hali, Bethmoora, the Yellow Sign, L’mur-Kathulos, Bran, and the Magnum Innominandum—and was drawn back through nameless aeons and inconceivable dimensions to worlds of elder, outer entity at which the crazed author of the Necronomicon had only guessed in the vaguest way. I was told of the pits of primal life, and of the streams that had trickled down therefrom; and finally, of the tiny rivulet from one of those streams which had become entangled with the destinies of our own earth.
Hali in Bierce's An Inhabitant of Carcosa:
Pondering these words of Hali (whom God rest) and questioning their full meaning, as one who, having an intimation, yet doubts if there be not something behind, other than that which he has discerned, I noted not whither I had strayed until a sudden chill wind striking my face revived in me a sense of my surroundings.
Hastur in Bierce's Haïta the Shepherd:
From this -- for he must be thinking if he would not turn into one of his own sheep -- he drew the solemn inference that happiness may come if not sought, but if looked for will never be seen; for next to the favour of Hastur, who never disclosed himself, Haita most valued the friendly interest of his neighbours, the shy immortals of the wood and stream.
The Yellow Sign in Chambers' The King in Yellow:
We talked on, unmindful of the gathering shadows, and she was begging me to throw away the clasp of black onyx quaintly inlaid with what we now knew to be the Yellow Sign.