Addy: You might try Biblio.com or Abebooks or Alibris... as they have merchants in all parts of the world, you might be able to find something for a very low price that also won't cost much in s&h. Here are the Biblio entries for Peake:
Mervyn Peake Books - Used Books At Biblio
Nesa: those three are via Interlibrary Loan... part of my Lovecraftian research.
The Occult Lovecraft includes two pieces by HPL that are hard to come by: "The Cosmos & Religion", an examination of the origins of religious belief and modern scientific knowledge, and "The Incantation From Red Hook", a detailed (and somewhat erroneous) analysis of the incantatory passages he used in that story, as well as a bit on the origin of the story. There are also pieces by occultist Anthony Raven, as well as a piece by Frank Belknap Long on Lovecraft in Red Hook (on his time living there), and a rather vituperative one by Samuel Loveman titled "Of Gold and Stardust", written toward the end of Loveman's life, when he abruptly became very censorious of Lovecraft.
The Normal Lovecraft (at least, the titular article) is by a long-time correspondent of HPL's, and is subtitled "A Memoir to Restore Balance to the Shade of a Man of Delightful Character". There are other pieces in there, from a small selection of art by Tim Kirk on Lovecraftian themes, to De Camp's "Sonia & H.P.L." to a piece by Gerry de la Ree, "When Sonia Sizzled: Letters Heretofore Unpublished".
The Shuttered Room includes not only odd bits of Lovecraft's own writing, but early critical articles, memoirs, and such....