"Lovecraftian" (the grimdark version) works best for one-shots.
Maybe there could be a sequel where Party 2 tries to find out what happened to Party 1, even gets to meet the sole surviving PC in the mental world...or worse.
If you're actually using the CoC Sanity rules-as-written, PCs are in bad shape after losing chunks of sanity and long term survival doesn't help long term sanity, so your PC is not long for this world either way.
It wasn't unusual for our CoC campaigns to run through several heroes per player before we reached the end of the storyline. A bunch died, the rest too messed up in the brain.