Just found this, as well... who knows? We might see the thing yet!
A Shoggoth on the Roof - Wikipedia, the free encyclopedia
As for the bit about Cthulhu singing on stage... I came across a page or two of the libretto some time back, as I recall... and that was one of the things mentioned about the play in the accompanying text (not the libretto itself.. at least, the little bit that I saw).
EDIT: Yep... according to this, he does, indeed, appear... in fact, it's he that sings one side of "Do You Fear Me?"
In fact, here's another bit for you're fast-diminishing sanity:
Yog-Sothoth for HPL & Call of Cthulhu