The Bride of the King in Yellow

A boy is plucked from the ocean with no memory, saved by a girl whom he calls his angel.
Both bound my class and status, they seek for a higher calling, their greater purpose amongst the stars.
Creation and madness follow- along with a certain haunting play of The King in Yellow.

Is their fate mandated by eldritch horrors from above, or the madness of humanity down here below?