I'm looking for a short story that I believe is only a couple of pages long in which the narrator describes his friend who does not speak English falling into a sort of trance and writing down (in English) a cry to help of a man who is trapped in a dream or something of the sort. The story ends with the narrator remarking that he is afraid to seek out the address at which that man is located for fear of what he might find.
Details may vary, I thought that I read this in a Lovecraft anthology but I couldn't find it among his collected works (maybe I'm just bad at Google).
I think I read this in an unofficial ebook collection of Lovecraft's complete works which contained all of his well known stories too. So maybe this is one by another author that slipped in? Or I'm confusing it with another weird fiction anthology I have read at some point.