But now I’ve found it! The lines appear in Hippolytus’ Refutation of All Heresies in Book 4, chapter 35, where the Christian writer describes the way priests of Hecate fake appearances of the goddess through drugs and light shows. In a slightly less romantic translation, the lines are rendered:
Infernal, and earthy, and supernal Bombo, come!
Saint of streets, and brilliant one, that strays by night;
Foe of radiance, but friend and mate of gloom;
In howl of dogs rejoicing, and in crimson gore,
Wading 'mid corpses through tombs of lifeless dust,
Panting for blood; with fear convulsing men.
Gorgo, and Mormo, and Luna, and of many shapes,
Come, propitious, to our sacrificial rites!
(trans. J.H. MacMahon)
This would have been more exciting if I did not immediately thereafter discover that this website had already written about the Lovecraft-Hippolytus connection.
In these lines, the names Bombo, Gorgo, Mormo, and the multiform moon appear to all be titles assigned to Hecate, the dread goddess of the underworld, ghosts, and magic. (Cf. to the occult title Brimo, belonging to the other dread underworld goddess, Persephone.) However, Hippolytus’ text is unclear, and it is uncertain if the names all belong to Hecate or to companions of Hecate. Since she had three heads, the best guess is that Gorgo, Mormo, and Luna represented these three appendages, with Bombo referring to the goddess as a whole.
Weirdly enough, the goddess Hecate underwent one of mythology’s most dramatic transformations. In the age of Hesiod (c. 700 BCE), Hecate was a goddess of astonishing glory, as given in the Theogony:
And she [Leto] conceived and bare Hecate whom Zeus the son of Cronos honoured above all. He gave her splendid gifts, to have a share of the earth and the unfruitful sea. She received honour also in starry heaven, and is honoured exceedingly by the deathless gods. For to this day, whenever any one of men on earth offers rich sacrifices and prays for favour according to custom, he calls upon Hecate. Great honour comes full easily to him whose prayers the goddess receives favourably, and she bestows wealth upon him; for the power surely is with her. For as many as were born of Earth and Ocean amongst all these she has her due portion. The son of Cronos did her no wrong nor took anything away of all that was her portion among the former Titan gods: but she holds, as the division was at the first from the beginning, privilege both in earth, and in heaven, and in sea…. etc., etc. (trans. H. G. Evelyn-White)
With her [Pandora] came one who takes on various shapes, having three heads, a deadly monster you do not wish to know: Hecate of Tartarus. From her left shoulder leapt a horse with a long mane. On her right shoulder there could be seen a dog with a maddened face. The middle head had the shape of a lion of wild form. In her hand she held a well-hilted sword. (my translation)
The Hippolytus quotation wasn’t the only instance where Lovecraft borrowed from Britannica. In his Commonplace Book (entry 121), Lovecraft recorded suggestive titles given by Photius for the lost writer Damascius ("Incredible Fictions," "Tales of Daemons," and "Marvellous Stories of Appearances from the Dead"). S. T. Joshi confessed his ignorance of the list’s origin (see Rise and Fall of the Cthulhu Mythos) until I was able to discover that the Commonplace Book entry appears verbatim in the 9th ed. Britannica entry for “Romance” (personal correspondence, June 10, 2009).