Alright then, backstory it is:
Henry Somerset V, Duke of Beaufort, Marquess of Worcester and Earl of Glamorgan, was a loyal servant of Her Majesty. Really, he was. Even if he didn't understand any of her decrees. Even if he didn't know what happened to the proles he sometimes had to bring before her Family's altars. Even if he found his duties as inquisitor depressing, and the Corrections process distasteful. Even if his annual audience off the coast of St. Ives somehow managed to be the most terrifying experience of his life every year. Even if he was pretty sure the Royal Family could do something about the consumption that was slowly killing his wife... if they only cared enough to bother.
But, no, really, he was loyal. Better that than the alternatives.
Or so he thought, until the day one of his Knights walked into his office and informed him of the group of strange men he had just apprehended. Henry's fellow Emissary turned out to be quite right - the men WERE strange. Their thoughts had a feel unlike any Henry had ever encountered, and they appeared to be totally ignorant of both the Elders and their Emissaries. The men lied well, despite their confusion, but that was nothing new to Henry. He tread carefully, refraining from the usual expediency offered by the Lash, and managed to slowly piece together the truth about the odd intruders - for intruders they were. The men had come from another world, a world with no Elders or Emissaries, where proles governed themselves. And most importantly, a world with medicines of miraculous potency.
The men needed a way home, and a Henry needed a way out... so Henry cut a deal. The events that followed were complicated, and involved a great deal of running and sneaking, not to mention the clandestine purchase of a number of cadavers and a rather large fire. The end result was that Henry, his wife, and his two daughters received an all-expenses-paid conveyer-ride to Homeline.
Infinity, it turned out, was rather interested in the Emissary abilities possessed by Henry and his family, and even more interested in someone who could help them safely keep an eye on the worldline now commonly referred to as Lovecraft. So in exchange for sanctuary, salary, and a nice long run of antibiotics, Henry found himself with a new job.
Edit: Oh, and I guess I should specify that it was 1821 when Henry left Lovecraft, and he's presumably been on Homeline for a few years now.
Henry comes from a parallel where, in 1631, eldritch horrors (the "Elders") rose up out of the oceans and promptly conquered human civilization. The details varied from place to place, but in Europe the Elders chose to simply step in and take over the existing monarchal and noble power structures, altering the nobility into psychic Emissaries who would control and administrate the human populace when the Elders couldn't be bothered (i.e. pretty much all the time). Since then, the Elders have remained beneath the waves, giving periodic (and baffling) instructions to the Emissaries, who are mostly quite happy to rule over humanity for them.
The existence such powerful and alien psychic intelligences frankly freaks Infinity out, so they've been keeping one very careful, and VERY discrete eye on Lovecraft.