Re: "Beyond the Wall of Sleep"
Weellll... he did mention "Tsan-Chan" again several years later, in "The Shadow Out of Time". However, I think he was referring to some views of his own, which he had expressed in letters and, to some degree, in his articles aimed at deflating the astrologer J. F. Hartmann. I'll dig out the bits I wrote on this and bring them in, if you're interested.
But as far as details about this particular empire... as far as I know, he had nothing beyond that mentioned above in mind....