The following information is taken directly from the Masks of Nyarlathotep campaign book, one of the finest suppliments in a long line of great supliments Chaosium has released for Call of Cthulhu.  If you're interested in running the campaign, don't try to crib together what scraps you can here; get the book.  I do play with a lot of the information and you never know when I might have shifted something to make it more smooth for my players, added something in, or ignored a bit I didn't want to use.  Get the Masks of Nyarlathotep book; it's well worth it.  These clippings are provided as player hand outs as part of the campaign.  They are Chaosium's property and used with their permission which is in the book.
 

August 8, 1924 Nairobi Dear Jonah, Big news!  There is a possibility that not all of the members of the Carlyle Expedition died.  I have found a lead.  Though the authorities here deny the cult angle, the natives since a different tune.  You wouldn't believe the stories!  Some juicy notes coming your way.  This could make us all rich! Blood and kisses, J. PS - I'll need advance money to follow this one up.

Nairobi notes First Bundle: Elias's investigation of the official story.  Several interviews with governmental officials.  Elias discounters their information. Second: Elias's trip to the massacre site.  He notes that the earth is barren there and the natives say it is cursed by the God of the Black Winds. Third: An interview with Johnstone Kenyatta who claims the murders were done by the Cult of the  Bloody Tongue which is centered on the Mountain of the Black Wind.  Elias is skeptical and notes that the natives don't like the cult because it's god is not African. Fourth: A follow up interview.  Elias confirms the cult's existance and recounts several tales such as their stealing baby's from cribs and commanding great black winged creatures from the mountain. Fifth: A reminder to check into the Cairo itinerary of the expedition because Elias suspects that something there made them go to Kenya Sixth: A long interview from Lt. Mark Selkirk who actually found the remains of the Carlyle  expedition.  He mentions that the bodies were not undecayed and confirms that no caucasion  remains were found. Seven: An interview with a mercinary who claims he saw Jack Brady alive in Shanghai in March of  1923.  Brady was friendly, but guarded in the conversation.

Cairo: A brief list of Elias's following of the Carlyle expedition sites and interviews with several people they encountered.  They seemed interested in a rather dark period of Egyptian history, but nothing about the era is given in the notes. Shanghai: Elias's investigations trying to find members of the expedition.  Interviews with several of Brady's known associates in Shanghai.  The notes abrubtly turn chaotic like in the London set.

London Notes: Many names,  many forms, but all the same and toward one end...  Need Help...   Too big, too ghastly.  These dreams...  dreams like Carlyle's?  Check that  psychoanalysts files...   All of them survived!  They'll open the gate.   Why?... so the power and  danger is real.  They... many threads beginning...  The books are in  Carlyle's safe... Coming for me.   WiLl ThE oCeAn PrOtEcT?  Ho Ho  no quitters now.  Must tell and  make them readers.   Believe.   Should I scream for them?  Let's screem together..."