How do you pronounce them?

[Edi]

Arcoscephale: Arko-ske-FAH-LEH
R'lyeh: RI-ly-EH (and the y is a separate sound in Finnish, much like in 'system', but more pronounced. Try pronouncing 'oo', but at the front of your mouth instead of at the back)
Jotunheim: Yo-TUN-hime
Vanheim: Van-HIME
Ermor: Err-MORR
Abysia: Aby-SIA (again the Finnish y)
C'tis: k (glottal stop) TISS
Caelum: Ca-e-LUM (the ae is pronounced together, the Finnish spelling would be Cae-lum, with a diftong in the first syllable)
Marignon: Mar-ing-NYON
Machaka: Mah-CHA-kah
T'ien Chi: T(glottal stop, but can be omitted) ien TSHEE (or alternatively Khee)
Pythium: Pyy-THIUM (y is Finnish again, and long, sort of like in python, not the why y)

Edi