Couldn't make up its mind... [spoilers]

I think one issue is was it supposed to be ghost story or cosmic horror? Clearly the writers sought for the latter by using classic ghost story elements.

Problem, as I've written elsewhere, is that her demonic stalker was intended to represent nothingness, chaos, entropy. So how do you portray that?

Essentially, as Lovecraft learned, you don't. At least certainly not as an entity that communicates in clear, grammatically correct English.