The Endless Ones are the human representations of amazingly-powerful cosmic forces which have existed since the beginning of time. These overgods are disinterested in human affairs though fragments or slivers of them can sometimes manifest or interfere in Earth events, and most are not conscious or aware the human sense of the term. Azathoth is, in fact, considered mindless, though he swirls in the arabesque court of cosmic dances at the centre of the universe.
The messenger and chief executioner of the Endless Ones is the Crawling Chaos, Nyarlathotep himself, and his amused Earth-focused cunning, wrapped in the million-fold plots and conspiracies of his followers, more than makes up for the disinterest of his masters.
Azathoth is considered the personification of the most basic forces of the universe (weak & strong nuclear forces, gravity, et al.). Yog-Sothoth is "the gate and the key", or a personification of time and space.