The PCs are unknowing pawns to the Elder Gods game. They are added to make the game more intresting and eventually they are told by an agent or find out on their own that “the game is afoot” so to speak. From that point on they are free to make their own choices but until then they need something to do.
Sugestions for what they could be doing is an Agent changing form to act as someone that the players know. If they are in a mercenary group that guy is the leader of the merc group or a good friend of them. IF they are in a knightly court the Agent is the head night. Even if one person knows an NPC personally that NPC could be the Agent