I've always thought that it's more accurate to call Yukari Yog-Sothoth.
Both are supreme holders of knowledge that are beyond comprehension.
Yog-Sothoth is known to manifest as a mass of spheres and/or eyes, and Yukari's gaps have eyes staring out of them. They may well be a glimpse of what she is.
His titles Opener of the Way and The Key and the Gate also suit Yukari, as she 'opens the way' through gaps and holds the key to the gate that may lead to anywhere or nowhere.
Plus, unlike Yukari, Nyarlathotep is too malevolent and cruel. And Yog-Sothoth is pretty benign for an Outer God.