I've been sitting on this one a few days, which is weird because Dwellers Under the Tomb is where I really started to love Conrad. But the story itself throws me now that I've read Children of the Night. Why?
It's narrated by a guy named O'Donnel.
Now it could be set after Children with the same guy years later pretending to be sane. (He did end with that cold chilling insanity that looks reasonable so long as the object of that insanity isn't there to be viewed.) Given that O'Donnel was staying overnight at Conrad's house, it wouldn't be completely absurd to suggest this happened very close after the story, with Conrad trying to keep an eye on his newly-addled friend before he hurts somebody. But there's a problem. O'Donnel gets a gun in this story. In order to accept that timing, we'd have to be believe someone allowed O'Donnel to have a gun after the events of Children, which would be as stupid as performing a midnight ritual on an old occultist's corpse after he begged you not to in his death throes. I'd mark this as unlikely, though, because of the lack of batshit insane rambling about racial purity in the narrative.
A later story with Kirowan also has an O'Donnel narrating it, but a third character names him as "Michael" rather than John so there's a chance Howard just liked the name and made a different character. Except the voice in Dwellers--save for the endless rambling on Ketrick's pedigree--matches the pre-batshit voice at the beginning of Children. Plus the idea that this is the same guy amplifies the jarring effect of his fate in that story.
It's not just O'Donnel's characterization that argues placing it prior to Children, Conrad's may be enough to place it prior to Dig Me No Grave. Conrad is uncharacteristically rational at the beginning of this story. I'm not one to say a writer does his own creations out of character, but I'm tempted to with Dwellers. It's just weird after the earlier two stories to see Conrad suddenly portrayed as the steely-nerved voice of reason. In Dig it's him waking poor Kirowan up in the middle of the night to go look at the dead body. Here, his neighbor wakes him and his guest up and drags them out to someone's grave for a little vampire hunting.
And as strange as it is for Conrad not to be the one suggesting the midnight trip to the morgue/cemetery/abandoned tomb, it's even stranger after the other two stories to have him try to talk someone out of thinking they had a paranormal experience.
But that's what Conrad does. His neighbor, Job Kiles, comes to his door ranting that his twin brother Jonas is a vampire and wants to kill him. Being a good neighbor, Conrad naturally agrees to accompany him to the tomb to show him the dead body so that he can calm down and get some rest. When they get there, Job slips into the tomb first--hoping to stake the body--and is frightened into a heart attack by some thing. That's when Conrad's characteristic curiosity taskes over and he just has to see what's going on inside. Exploration of a ancient subterranean complex ensues, and we start to get a feel for how Robert E. Howard might run a D&D game.
I can't come up with a definite explanation. It's possible that this could have been his first real experience with the world beyond. He became a believer this night, and taking the opposite path to that of a Lovecraftian protagonist embraced learning about the secrets of the universe! (Can you botch a sanity check? I know more about World of Darkness than Call of Cthulu game mechanics, but I'd wager that Conrad's botched at least one and Kirowan's botched somewhere near twenty.) He may have been so utterly shaken in Dig by the prospect of performing that ritual because he'd already had a very weird experience and felt he would have another very soon.
It's more likely that Conrad's skepticism came about because of his interest in the occult. He's obviously the sort of guy who brings a bouquet of black roses and takes you on a long romantic walk in the graveyard on a first date. The 21st Century of John Conrad is the guy running around Gettysburg with a camera trying to catch the ghost Jennie Wade on film. As a result, he's probably seen a lot of supernatural events turn out to be undeniably natural and is pretty used to debunking them. Judging by Jonas' plot, Job Kiles is a naturally excitable person--the sort of person who has someone like Conrad on their cellphone and calls whenever a tree branch scratches the window. Conrad may have had him pegged as the sort of person who thinks every noise after sundown is a creeping ghost and really have meant to have humored the old man. He might have reacted very differently to someone such as Kirowan or Ketrick coming to the door with wild stories.
There's another factor in Conrad's character change too. The other story that gave a glimpse of Conrad under pressure was narrated by Kirowan. We can assume--since he's the friend Conrad ran to while in trouble--that Kirowan is someone reliable and trustworthy in Conrad's eyes. A friend he might just let his emotional guard down around. O'Donnel is surprised when Conrad seems shaken, he felt it seemed unlike him and that it underscored the seriousness of the situation. Kirowan was never surprised in Dig when his friend was freaked out about the same stuff he was, just concerned.
Comparing the two stories, you get the feeling that Kirowan is simply more perceptive overall than O'Donnel is. O'Donnel did not hear the noises in the tunnels that Conrad did, but judging from Dig Kirowan would have noticed them. It's logical to think he'd be more perceptive about Conrad himself. As a narrator, O'Donnel prioritizes just a bit differently than Kirowan. O'Donnel notes a few times that Conrad is agitated, but where Kirowan would immediately mention Conrad's mood in the narrative O'Donnel goes through the entire action or dialogue before mentioning it that Conrad seemed to be getting nervous. It's a subtle difference, and it may even be something you can put up to the nature of the two stories (Dig involves Conrad seeking help, Dwellers has Conrad reading paragraphs of exposition) or the evolution of Howard's writing style, but it's there. If this is indeed the same O'Donnel who narrated Children we can argue that he's fairly self-absorbed and thinks first of his own agitation, and then of the fact that Conrad's presence is not as steady and comforting as it is other times. As a result, he may not have as good a picture of Conrad's personality as Kirowan did.
Despite O'Donnel as the filter, we do manage to learn quite a bit that's definitely true about John Conrad. His friends admire him for being brave and steady in the face of danger. He's the sort of person you go to when you need help with something very weird in the middle of the night, he's the guy who knows what to do when the world stops making sense. He is rational and logical, traits that do not contradict the other stories when you factor in curiosity as a drive that overpowers sensibility but doesn't erase it entirely. He's a decent detective, and has pretty good hearing. He has a deep respect for the dead. He's compassionate. And even he's not prepared to look at a Mythos creature without starting to babble about the hopeless state of mankind in such a world.
And this story has one thing which seems to fit Conrad's persona better than anything else. Something he has that Kirowan doesn't, and O'Donnel couldn't dream of having. He has a flashlight.
Yes, I'm getting symbolistic again. But in this story, O'Donnel has the gun and Conrad leads with the flashlight when they explore the tomb. That's what John Conrad is about when it comes down to it. He's the guy with the interest in the occult, he's the guy investigating it to gain knowledge. He's the guy with the exposition. He's the guy with the explanation. O'Donnel (or the O'Donnels, I haven't yet decided) have the brute force reaction to this world. Kirowan becomes closely guarded and sits on his secrets. But Conrad collects the information and tries to make sense of it. He's not always able to make sense of it, and he often sees what he did not want to but he keeps searching. From the impression given (admittedly in just the three stories in this collection) I just can't think of a more appropriate prop for this character than one that shines a light on the dark corners of the world and illuminates the creatures hiding in them.