Warning: Contains possible spoilers

Were these the monsters described in the book?

Ghouls (obviously), Cultists, Mi-Go?, God of the Bloody Tongue?

Also, does anyone know where Kate, Oliver and Finn go when they activate the sphere?

Great Hall of Celeano? The Dreamlands? Those are the only two that seem to fit the description, the former more so than the latter.

I think the four-armed monster fighting the ghouls in the other world was a Gug, Dream-Quest to Unknown Kadath put ghouls and gugs as enemies and probably it was Dreamlands.

I'm pretty sure they were in Leng (which in Lovecraft's works were part of the Dreamlands, as was Unknown Kadath).

The 4 legged beast was a Gug, and the creatures with the Sphere were Mi-Go. Cthugha's fire-vampires were hinted at, and I'm fairly sure the shadow being that visited the guy in the Asylum was one of Nyarlathoteps avatars.