"Psychopompos: A Tale in Rhyme" by H.P. Lovecraft

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Psychopompo is, in Greek mythology, a guide of souls to the place of the dead.

The House of Blois existed from 906 through 1419, although the senior line of the house went extinct in 1305. But that makes for a 500 year span where this story could have been set. That's a big time frame. I don't know the history of the French monarchy well enough to know when the Crown was so weak as is stated in this poem - if you know French history, then please leave a comment with your suggestion!

Of course, the historical house of Blois' territory was mostly around and east of Paris, not so far south of Paris where Auvergne is located. They did pick up Navarre along the way, but that is on the border with Spain (on the Spanish side), so not apropos. An early head of House Blois (Odo I) did marry a woman from Auvergne (Ermengarde - hey look, Lovecraft wrote a short story about a(n American) woman named Ermengarde!), but that's as close as we can get to pairing House Blois with Auvergne.

The junior line of the house was based in Sancerre, which is actually close to the northern end of Auvergne, so perhaps we should consider the Sieur de Blois of the poem to be of the junior line.

The Beast of Gévaudan was active in Auvergne, but that was the 18th century, way out of scope, time-wise. Bisclavret is in the right time frame, 12th century, but is set in Brittany, way out of scope, space-wise. Perhaps Lovecraft blended the two tales to craft one of his own distinct telling? Even within the poem there is a suggestion that the tale being told is a blending of two different stories, so that seems likely.

To follow along: https://www.hplovecraft.com/writings/texts/fiction/p139.aspx

Apparently to Lovecraft, 'again' and 'plain' rhyme. I don't know if there is still anyplace in the USA today where that is true, but it certainly isn't the case anywhere I've been, and I've been to many, many places in this country.