Does your religion have lightsabers? Nope? Didn't think so.
"A person is smart. People are dumb, panicky dangerous animals." Agent K. Oh my what he would think of people had he known about what the internet would become.....
No, he would not, as a Marvel character he would have no business whatsoever in the Cthulhu universe. Better than making Batman but still not reccommended. I would advise not mixing fictional universes when there are so many different games available. He would be excellent say in Heroscape.
Creativity should be kept to a minimum. Fan fiction after all detracts from the creators ability to make money. Mixing and matching you favorite universes is a sin.