Reddit reviews Delta Green: Denied to the Enemy (A Call of Cthulhu Mythos Novel of World War II)

Not directly answering your question, but I just read one of the Delta Green novels by Dennis Detwiller and there's quite a bit of good Yithian stuff in there. If you want to read it, be sure to familiarize yourself with the basic Delta Green concept first.

Beyond that, the Yithian's main concern is altering the present in such a way that it sets up the future that they want to occur, which will provide a way for them to escape into that future. They time travel by projecting their minds into the future and switch minds with a person in order to do this. Sometimes they swap with people just to interrogate that person back in the past, filling in gaps in their knowledge. Other times they do it because there's something that needs to happen and they want to help it along. So you can include Yithians in pretty much any campaign, as either friends of the party or enemies, just by hand waving the fact that they want events to occur in a certain way.

[Spoilers from the book mentioned above:]
It might also be cool to introduce the more ominous side of Yithians. They're really amoral beings. The future they're trying to set up is one in which humanity destroys itself with nuclear weapons paving the way for a race of giant beetles to rule the earth. So while they might help people in the present, it's just because they want us to kill ourselves in the future.