An Inhabitant of Carcosa and Haita the Shepherd
From Tatters of the King
These stories, which predate the stories of Chambers have nothing in them that connects them with the mythos of the King in Yellow except their use of the names Carcosa (for a ruined city), Hali (for a prophet) and Haita (for a shepherd), all of which are names that appear in either Chambers' or Talbot Estus's work.
It is assumed by literary critics that Chambers borrowed the names from Bierce.
Complete text of An Inhabitant of Carcosa
Complete text of Haita the Shepherd