I'd like to echo how much I enjoyed the story.
It reminded me a lot of The Cabin in the Woods. They are both dealing with beings with vast power that exist so far outside of human experience that coming in contact could at the very least make you doubt your sanity. However, it's the process of normalizing the whole scenario that allows them to cope.
Hidden monster that has travelled between dimensions from an incomprehensible elder city? Nope, just a quirky roommate. Appeasing ancient gods that will rain destruction unless you arrange grisly the deaths of innocent victims? Wrong again, it's just a boring day job.
"Sometimes I believe in as many as six impossible things before breakfast."
"That is an excellent practice. But right now I'd suggest you concentrate on the Jabberwocky."