Do you think "http://www.uesp.net/wiki/Shivering:Gyub,_Lord_of_the_Pit" that was being offered human sacrifices in Fain was a reference to Jygallag? Or just something all in the Heretics' head?

just a fish story that got out of hand

maybe a lovecraft reference? Anyway, it appears that Gyub is merely the product of the heretics there worshiping the local scalon population.