Cultist's Gear/Miraak's Gear might be a good idea, being that Hermaeus Mora is directly inspired by Cthulhu and so their equipment has that sort of style to it - however I realise that's not heavy armour apart from the headgear which you already have equipment for.
I see your build and I think "generic cultist", not "Great Cthulhu." Incomprehensible eldritch abomination doesn't translate well to Skyrim.
Big C hasn't demonstrated any kind of weakness to fire either; he's defeated because the stars aren't right for his return, not because someone dropped a match on him.
At first,Cthulu will be weak. Being submerged in water for thousands of years has left him sensitive,with a fraction of his true power.I feel like a boost against frost and weakness to fire makes sense.Also,the vampire lord melee ability works well with being cthulu. And I do plan on making him OP,and using some various mods to help. It's also why I need enchanting,all my weapons will have fear/frenzy enchantments,because no one can stand up to chtulu without descending into utter madness.