Pretty sure such a thing doesn't exist. That one above is the collection I've seen with the most mythos stories in it. If you want to read them online or w/e then the mythos stories written by Lovecraft are: The Nameless City, The Festival, The Colour Out of Space, The Call of Cthulhu, The Dunwich Horror, The Whisperer in Darkness, The Dreams in the Witch-House, At the Mountains of Madness, The Shadow Over Innsmouth, The Shadow Out of Time, The Haunter of the Dark, The Thing on the Doorstep and the Case of Charles Dexter Ward. A comprehensive collection would also include the Fungi From Yuggoth sonnet cycle and A History of The Necronomicon.
What do we think of Lovecraft's poetry btw?
"Out in the mindless void the daemon bore me,
Past the bright clusters of dimensioned space,
Till neither time nor matter stretched before me,
But only Chaos, without form or place.
Here the vast Lord of All in darkness muttered
Things he had dreamed but could not understand,
While near him shapeless bat-things flopped and fluttered
In idiot vortices that ray-streams fanned.
They danced insanely to the high, thin whining
Of a cracked flute clutched in a monstrous paw,
Whence flow the aimless waves whose chance combining
Gives each frail cosmos its eternal law.
"I am His Messenger," the daemon said,
As in contempt he struck his Master's head."