<Snipped quote by CitrusArms>
Depends on your philosphy, I guess. They were manufactured by the Old Ones as mindless slaves and servants but somehow developed enough sentience to rebel over millenia. Nothing to indicate they have a soul more than a complex AI shuffing off its shackles?
But hey, this is fiction bay-bee! Follow your heart, lol
Do cosmic entities created as workers have souls? It's truly one of the philosophical questions of all time. I would say no, purely because the Things From Beyond aren't exactly...well, let's just leave it as "they don't seem to meet all the criteria". That being said, they were intelligent and that was the Elder Things downfall because they became so intelligent that they revolted and said "nah fuck you". Outside of that, they tend to just do whatever they want.