"There is, however, one point, especially interesting in light of Haita The Shepherd, that is often overlooked by commentators and writers alike. In addition to the oft-alluded to Yellow Sign, perhaps the most commonly referred to aspect of the mythos, is the phrase: 'It is a fearful thing to fall into the hands of the Living God'. In the context of the theme of a blasphemous play culminating in the King's unmasking (or not), this would seem to refer to the fate of those at the masque with the King In Yellow. Yet this evocative phrase is no invention of Chambers' fertile imagination – it is a quote of Hebrews 10:31 where it refers to the Christian God.
"If Hastur and The King In Yellow are identical deities, as most commentators assume, we see that as Hastur parallels the Old Testament God in traits, by being worshipped by shepherds and by a connection to a great flood, Chambers seems to explicitly connect the King In Yellow with the New Testament God. Perhaps the fictional play was blasphemous not just for its immoral or disturbing content, or for sending readers insane, but in a very literal sense? Could it be that The King In Yellow presented a blasphemous, even inverted, form of Christian belief? Or, maybe, it represents some extreme, even twisted, version of millennial judgemental belief, the coming judgement and the terrible fire consuming the earth being the predominant themes of Hebrews chapter ten, from which the quote is drawn."