A few years ago I produced an ARG to coincide with a live theater piece in London, put on by my friends The Foolish People. The name of that ARG was Third Realm (The Yellow King) see here. I called it The Yellow King rather than The King in Yellow, which it was a reference to, so as not to be overt, but subtle because TKIY reference was only partially what this puzzle based ARG was about.
Coincidentally, the new HBO series, True Detective has a reference to The King in Yellow where it is referred to as The Yellow King (see here).
For those who have come to this site because The Yellow King is referenced on the writing page, this is merely a coincidence that both myself (years ago) and the writers of the HBO series chose to use The Yellow King as a reference to the King in Yellow. Sorry to disappoint you, but no rabbit hole here. It is merely a coincidence, albeit an odd one.