I would only bother with Foresaken Lore. It expands the mystery and location decks to what they should have been in the first place. Yig is a decent ancient one.
I wouldn’t bother with anything else. Maybe another one of the small boxes if you’re interested in the ancient one. The big box ones are all bloated crap. Masks of Nyarlathotep is an outright scam: small box expansion content at big box price, and campaign rules as a selling point but it’s the laziest most barebones bullshit ever (“Use 2 preludes, dead investigators can’t be used again, personal story progress carries over, win 6 games”. That’s it. You could find half a dozen homebrew campaign rules online with more thought and balance put into them). It’s the only FF product that made me downright angry.
Speaking of, I just read that the lead designer of Arkham Horror 3ed had left, which is why it took so long for the first expansion. They really dropped the ball with that game. The universal impression everyone took away from it was “promising, but lean on content and replayability. Seems designed to integrate expansions with minimum bloat so can’t wait for those.” The board wasn’t terribly attractive but was made that way for expansions to save it. The pre-designated scenarios were great the first couple times but limited replayability, but new scenarios from expansions would save it.
It was a game designed from the ground up for expansions to save it, and it’s taking them over an entire year to pump out a single small box expansion.