Tinsel -- where on earth do you get even a vague hint that Nyarlathotep is connected in any way to "The Picture in the House"?

There is certainly no mention of, nor hint at, any such connection in the text, nor can I think of anything remotely resembling such a connection to that tale from any other Lovecraft work.
Please give me what you see as the textual basis for such....
As for your question, Wilum... Here are the references I can think of to Nyarlathotep as "soul" or "soul and messenger". as well as "faceless god":
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And through this revolting graveyard of the universe the muffled, maddening beating of drums, and thin, monotonous whine of blasphemous flutes from inconceivable, unlighted chambers beyond Time; the detestable pounding and piping whereunto dance slowly, awkwardly, and absurdly the gigantic, tenebrous ultimate gods—the blind, voiceless, mindless gargoyles whose soul is Nyarlathotep.
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-- "Nyarlathotep" (prose poem)
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It was the eldritch scurrying of those fiend-born rats, always questing for new horrors, and determined to lead me on even unto those grinning caverns of earth’s centre where Nyarlathotep, the mad faceless god, howls blindly to the piping of two amorphous idiot flute-players.
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-- "The Rats in the Walls"
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There were, in such voyages, incalculable local dangers; as well as that shocking final peril which gibbers unmentionably outside the ordered universe, where no dreams reach; that last amorphous blight of nethermost confusion which blasphemes and bubbles at the centre of all infinity—the boundless daemon-sultan Azathoth, whose name no lips dare speak aloud, and who gnaws hungrily in inconceivable, unlighted chambers beyond time amidst the muffled, maddening beating of vile drums and the thin, monotonous whine of accursed flutes; to which detestable pounding and piping dance slowly, awkwardly, and absurdly the gigantic ultimate gods, the blind, voiceless, tenebrous, mindless Other Gods whose soul and messenger is the crawling chaos Nyarlathotep.
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-- The Dream-Quest of Unknown Kadath
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And before the day was done Carter saw that the steersman could have no other goal than the Basalt Pillars of the West, beyond which simple folk say splendid Cathuria lies, but which wise dreamers well know are the gates of a monstrous cataract wherein the oceans of earth’s dreamland drop wholly to abysmal nothingness and shoot through the empty spaces toward other worlds and other stars and the awful voids outside the ordered universe where the daemon-sultan Azathoth gnaws hungrily in chaos amid pounding and piping and the hellish dancing of the Other Gods, blind, voiceless, tenebrous, and mindless, with their soul and messenger Nyarlathotep.
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-- The Dream-Quest of Unknown Kadath
[quote]What his fate would be, he did not know; but he felt that he was held for the coming of that frightful soul and messenger of infinity’s Other Gods, the crawling chaos Nyarlathotep.[quote]
-- The Dream-Quest of Unknown Kadath
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Like Atal in distant Ulthar, he strongly advised against any attempt to see them; declaring that they are testy and capricious, and subject to strange protection from the mindless Other Gods from Outside, whose soul and messenger is the crawling chaos Nyarlathotep.
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-- The Dream-Quest of Unknown Kadath
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He felt that his visit had been expected, and wondered how close a watch had all along been kept upon him by the crawling chaos Nyarlathotep. It is Nyarlathotep, horror of infinite shapes and dread soul and messenger of the Other Gods, that the fungous moon-beasts serve; and Carter thought of the black galley that had vanished when the tide of battle turned against the toad-like abnormalities on the jagged rock in the sea.
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-- The Dream-Quest of Unknown Kadath
So, no, in such a context, he did not mention the Great Old Ones as a group