First of all, Hastur is referred as "Him who Is not to be Named", right ? But why this name in particular ? Is it explained somewhere, maybe by another author ?
If by "another author" you mean another author besides Lovecraft, note that Lovecraft himself never identified "Him Who is not to be Named" with Hastur. In The Whisperer in Darkness, Lovecraft has the narrator read a letter which mentions various mysterious and mythological entities, including Hastur (a name that originally appeared in an Ambrose Bierce story according to the Hastur wikipedia page--Lovecraft liked to hint that his mythology was connected to that of other authors of "weird fiction" that he admired or was friends with, so he would often include names from other works). Here's the section, which I believe is the only mention of Hastur in any of Lovecraft's works:
From the pictures I turned to the bulky, closely-written letter
itself; and for the next three hours was immersed in a gulf of
unutterable horror. Where Akeley had given only outlines before, he
now entered into minute details; presenting long transcripts of words
overheard in the woods at night, long accounts of monstrous pinkish
forms spied in thickets at twilight on the hills, and a terrible
cosmic narrative derived from the application of profound and varied
scholarship to the endless bygone discourses of the mad self-styled
spy who had killed himself. I found myself faced by names and terms
that I had heard elsewhere in the most hideous of connections -
Yuggoth, Great Cthulhu, Tsathoggua, YogSothoth, 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.
Then shortly after, he has the narrator listen to a recording of a ritual performed by a cult of the Mi-Go in the forest, and a cultist mentions "Him Who is not to be Named":
(A Cultivated Male Human Voice) ...is the Lord of the Wood, even to...
and the gifts of the men of Leng... so from the wells of night to the
gulfs of space, and from the gulfs of space to the wells of night,
ever the praises of Great Cthulhu, of Tsathoggua, and of Him Who is
not to be Named. Ever Their praises, and abundance to the Black Goat
of the Woods. Ia! Shub-Niggurath! The Goat with a Thousand Young!
So there's no suggestion of a connection between the two in Lovecraft's story. Later August Derleth would identify them in his own Cthulhu Mythos stories after Lovecraft's death, I think the first one where he did this was his 1939 story "The Return of Hastur" (which can be found in the book "The Hastur Cycle") in which a character concludes:
Coming upon this communication from the priest in Tibet in the light
of these things, surely one fact must come clearly forth: Haddon,
surely, beyond the shadow of a doubt, He Who is not to be Named can be
none other than Hastur the Unspeakable!
Derleth is a bit of a controversial figure with Lovecraft fans because he often misleadingly credited his stories as "collaborations" between Lovecraft and himself, based on the fact that he took inspiration from a one-or-two sentence idea he found jotted down in Lovecraft's notebooks. And his stories pretty strongly changed the nature of the whole Mythos, turning it into a struggle between the "good" Elder Gods and the "evil" Great Old Ones, whereas Lovecraft's stories never suggested any sort of good vs. evil struggle (or any clear Elder God/Great Old One division among the beings he wrote about), see the Cthulhu Mythos wikipedia page for some discussion.