Am i missing something?

Is there a gods & demigod type book for 5th ed?  I did buy the cuthulhu mythos book but thats the only one i know of that list them. surely there has to be more for clerical use. Plus now this warlock class basically uses the same concept.

There is no book primarily about Gods and Demigods in dnd5e, the closest thing I could think would be any of the settings books having some amount of lore in regards to their varying worlds deities. There also isn't any official content about Cthulhu or even primarily based in Lovecraftian ideas directly within 5e I doubt whatever you are looking for is an official 5e book. 

As for third-party content or Dungeon Masters Guild content, those things are not available or supported on Dndbeyond.

The book i am referring to is Sandy Petersons Cuthulhu mythos for 5ed, they also make one for Pathfiner.  I suppose i could just use the old legends and lore as i am not so much interested in stats.

Yes Sandy Petersen's book is what an early post called a "third party" book.  5e is not only scant on deities and demigods, but lore in general.  I think this is partially because they don't want to invest in things like "World Bibles" and continuity editors, but in they're own public statements, they've actually said D&D canon is "whatever happens at a given games table."  So you could say WotC being thin on pantheons, mythos, and lore in comparison to prior editions is pretty liberating for tables to just make their own stories.  For folks who like world building or taking inspiration from elsewhere, it's fun.  For those who want worlds defined with depth ... not so much (but most published adventures in 5e are basically full blown campaigns so those adventures speak to that demographic I guess).

I think the only thing _official_ from WotC you may want to look at if Cthulhu or broader lovecraftian themes are going to be a thing in your game, is check out Van Richten's Guide to Ravensloft, it's among other things a guide to running or incorporating various horror elements in your game, and there's a section specifically dealing with cosmic horror.  I wouldn't say the book is worth it just for the cosmic horror section, but if you're into scary monsters or mind bending frights, the book may be something you want to look over.  

As far as Cthluhu and gaming, you can't really go wrong though with trusting Sandy Petersen's perspective since he pretty much is the ground zero of Cthulhu and TTRPGs (besides the Deities and Demigods kerfuffle).  

If you want to add Lovecraftian horror to your game, the optional Sanity Ability score and the Madness tables are built for specifically that.

WotC is lazy as **** my guy. There isn't a deities and demigods book for 5e, the only thing that comes close is SCAG, which is an FR focused book.

The PHB contains a list of various pantheons and gods in Appendix B: Gods of the Multiverse. It lists various gods and their typical domains and includes various D&D pantheons as well as some historical pantheons. It is pretty much the bare minimum for picking a diety for a cleric character but it is a start. A typical entry looks like:

Corellon Larethian , elf deity of art and magic, CG, (Light),  Quarter moon or starburst

or

Lathander, god of birth and renewal, NG,  (Life, Light),  Road traveling into a sunrise