Except that I've never seen humans win against the Space Gods in any form of media or entertainment sooo...
Diebuster. FGO (Salem Chapter). Arguably Tengen Topp Gurren Lagann. Old Man Henderson. Any Discworld book which involves the Things from the Dungeon Dimension or the Summoning Dark(So really, mostly the earlier Rincewind books and Thud!). Stellaris. There's more than a few where mortal sophonts are more than capable of flipping off Things Man Was Not Meant To Know and beating the ever loving shit out of them.
Except that I've never seen humans win against the Space Gods in any form of media or entertainment sooo...
Angel Notes, the kinda sorta Epilogue of the Nasuverse has humanity living on Dead Earth and facing Types. The strongest beings each planet in our solar system has to offer. And humanity kills a couple of them. Type Jupiter basically Burnt the entirety of North America with ease.
Except you know none of you guys example really matches up completely to an Lovecraft Entity
Old Man Henderson was the records of a game session where someone exploited mechanics to permanently kill Hastur in a Table Top RPG. Character died doing it, but he did manage to kill him. I would say that does count, especially since the GM in no way intended that and in fact rage quit over it. And the Antispiral counts in terms of threat level. Stellaris has an event quest line where your civilization either ends up worshiping and agreeing to a pact with the entity behind the Horizon Signal, which turns your home star into a black hole and mutates those pops into something else... or you tell it to fuck off and kill it. After you've dealt with a nice long string of its mindfuckery.
And Types are at least rival to Cthulu in terms of danger. They are on the list of "Do NOT fuck with this" that even Dead Apostle Ancestors listen to, some of which are eldritch horrors in their own right. Then there's The White Titan Sefir from Extella, and the Velber Star.
When you get down to it, truth of the matter is most of the creatures Lovecraft created are not all that threatening compared to everything else we've cooked up since then in fiction.
Problem is as something written before the age of nukes, actual Lovecraftian gods, if you are going to assign "power levels" to them, aren't really impressive compared to the planet/galaxy busters you see in modern media.
And in return, modern medias often fail to deliver the message of how powerful their planet/galaxy busters actually are. None of them really go beyond "let's attach a reaaaaaaaaaaaaaaally big number to this thing's HP and STR. Now it's a galaxy buster". And most characters are that strong NOT for the sake of showing the degree of despair or incomprehensible size they bring, but rather just a natural result of power creep.
House > City > Country > Continent > Planet > Galaxy attacks in DBZ looks exactly the same, for example. It's less important how strong/big these characters are, just that they're strong in comparison to the POV characters and can provide this sense of satisfaction when they go down.
Except you know none of you guys example really matches up completely to an Lovecraft Entity
To give one example. As far as I know Crimson Moon Brunestud aka Type Moon was capable of creating a Copy of the Moon and throwing it at Earth and even then he got his ass kicked by Kischur Zelretch Shweinorg. A magus who had all the power of the Multiverse at his disposal. And Type Moon was probably one of the Weaker Types.
Except that I've never seen humans win against the Space Gods in any form of media or entertainment sooo...
How about the original Ghostbusters? The theme of the movie is pretty explicitly that science beats religion as some schlubs with proper technology can show an elder god "how they do things Downtown!"
As other people mention, though, it's more a matter of how media wants to attach significance to what these things actually are. In many games, Cthulhu is just a big squid guy, in others, he's an ethereal presence that can't even be physically harmed because he isn't even physically present in reality to begin with, and all attempts to fight him fail as definitionally as "blowing up space" would fail.
Arguably, though, much of the symbolism of the Cthulhu Mythos was actually that of human civilization itself being turned against the individual. The faceless, uncaring elder gods of the Cthulhu Mythos were formed at the same time as the rise of Communism and Fascism and just after the world powers had waged WW1. The vast empires uncaringly throwing millions of their own children to die in the fields in trench warfare for no tangible gains formed the mindset that there were the huge entities that had grown so divorced from human-comprehensible scale that they just crushed humans underfoot without even noticing where they had stepped, setting the stage for gods as slaying humanity without even noticing humanity's existence.
In a somewhat similar vein, Godzilla's mythos has been basically observed as being the Cold War, with Godzilla (created by nuclear bombs) being America/it's nuclear arsenal, and fighting against various worse monsters that represented communist attacks upon Japan. Even when the "good" monster is fighting the "bad" monster, it cavalierly will destroy Tokyo in the fallout of the warfare, as the people in the crossfire are simply not significant enough to care about in the clash.
Hence, arguably, Paul Bunyan here basically simply is becoming another Cthulhu, another Godzilla, that exists beyond the ken of humanity and without regard for humanity's continued existence.
That's the issue though. By the original intent of Lovecraft, as soon as you put an HP bar on Cthulhu, as soon as you even as much put up an illusion that you can win against this thing, you already missed the point of having a Lovecraftian horror.
But in our post-nuke, post-space race, post-DBZ era, that feeling of "this thing is so huge my puny human brain can't even begin to try to comprehend it", that sort of sentiment is very difficult to correctly induce.
I mean most of the time when you see an anime character getting scared at facing a kaiju, do you say it's understandable? No, chances are you're just going to call that character a coward even if most viewers would actually shit their pants if they very much see a spider in their bed in real life.
It is perhaps exactly because we're so desensitized to seeing puny humans beating godlike beings just by punching really, really hard. That sense of "this is unbeatable" now becomes the inconceivable thing instead when you see it on screen. When you see a trillion years old race of space gods in games like Mass Effect, it became less of "I can't even comprehend what trillion years mean or what a race can accomplish, how much power can they amass in that timespan" and became more of "let's start shooting this thing and get it over with".
And again, it also doesn't help that the common media mindset of "stronger = better character" is in full effect. Much like how many people invested their ego into seeing their character win power level debates, people are constantly shoving out characters with bigger numbers not for the sake of having an actually powerful character, but just for the sake of having a bigger stats number than the others. When the Superman and Goku fans are constantly trying to look forward to ways to break the universe, Lovecraftian entities just doesn't seem so terrifying as they should be anymore.
There's also a very real sense of existential angst to the original Lovecraft mythos. The universe was going from a religious-originated cosmology where Earth is 6000 years old and humanity is the pinnacle of Creation and everything has a divine-ordained purpose to a universe billions of years old where humanity has existed as a bunch of jumped-up monkeys for a scant two million on a tiny insignificant speck in a meaningless corner of a vast and uncaring cosmos; the monsters of Lovecraft, in all their uncaring incomprehensible majesty, are very much a manifestation of the terror that paradigm shift in worldview created, that the universe doesn't care about you and humanity doesn't have meaning and could be destroyed without purpose or anyone noticing or caring.
In the 1920s, with the Scopes trial in the news, geology just really getting its boots on the ground, and the scientific discoveries of the latter 1800s really setting in from academia to the culture at large, that was all revolutionary and terrifying and hard to wrap your mind around, and the Lovecraftian Abominations are incomprehensible and insurmountable to match.
Today, it isn't a shock to us or hard to wrap your mind around; we've all grown up knowing that the universe is vast and uncaring, we've all seen Carl Sagan's pale blue dot and have it as part of our idea of the way the world works rather than a terrifying upending of the natural order, and so the mystery and terror of the cosmological paradigm that Cthulhu and his ilk represent has faded from the alien to the familiar, leaving only large and alien critters with a lot of strange adjectives appended.
We have slain that monster, to be replaced in our nightmares by other ideological beasts (nuclear war, ecological devastation/natural disaster wrought by our own hubris) - and note that those other ideological beasts tend to be represented by Godzilla and his kin, who contemporary depictions of Lovecraftian creatures tend to emulate to one degree or another.
Except you know none of you guys example really matches up completely to an Lovecraft Entity
Outside of the Outer Gods, none of the "major" entities of Lovecraft are particularly powerful. Cthulhu is no more significant or powerful then humanity in the grand scheme of things, and the universe cares no more about Old Ones than as it does about bacteria. What made them mind-breaking was how their existence revealed everything humanity believed to be built on lies.