I just started playing the game a few days ago and was drawn to Hastur after searching his deck for strategies. I noticed there seems to be a lot to do with insanity combos. So I figured, Shub's got lots of characters with terror, and good ones at that (to make up for what hastur's lacks). Yet after doing some searching I didn't find anything about Hastur/Shub, mainly just Hastur/Yog.

I'm assuming there's some secret I'm unaware of ? Feedback appreciated!

I've found that there are all sorts of things that can work with all kinds of different pairings. In fact, the best deck I've run up against recently is a Miskatonic / Yog deck. Two factions that most people consider the weakest two.

I think a Hastur + Shub deck could be a lot of fun. One thing you'll find, however, is that while you have an abundance of terror from both, and skulls from Shub, you'll be lighter on investigation and arcane.

I'd focus on finding one strategy you like (like you mentioned from the Hastur) and try and pick Shub stuff that compliments it as best as possible.

For hastur / shub about madness some bases are :

Victoria glasser > combo with the Hungry Drak young, Victoria's Prodigee, The Thing Behind You
Grim Wraith (The Spawn of the Sleeper F15) to change some struggle in additional terror struggle
Messenger from Beyond, Scotophobia, The Enchanted Wood (In Memory of Day F37) to deal with the terror icons of your opponent.
Keeper of Dreams (Journey to Unknown Kadath F109) to deal with Willpower.
Ygolonac to say people to come with him. Nice combo Ygo + Grim Wraith.
Add some cards to reduce the cost to play the shubb characters (Priestess of Bubastis, Ghoulish Worshipper (Ancient Horrors F19))
Some lock like Victoria's Loft

Some Hastur event to deal with characters you couldn't go insane (take control or return these characters in hand).

You can find one of my old deck hastur/shub on the Cenacle Chthonien : http://cenacle-hd.bb-fr.com/vos-decks-f18/dadadeck-des-irv-de-liege-t1410.htm may be you will find some ideas.