So, I recently got the book Elder Evils by WotC, and I'm really liking it. Lunar deities could certainly be statted up as Elder Evils. Honestly, they may already be there, as the Sign is the lunar rain, and the malefic property is interrupted divine casting (a rule also proposed in Elder Evils, albeit slightly differently). It may even be a neat idea for a pre-DragonMech campaign, run about 100 years in the past, just as the lunar rain begins in an effort to stop the current state of affairs from ever happening. Heck, with the steam punk element of DragonMech, we could even draw on The Time Machine and send the players back in an effort to prevent the lunar rain from ever occurring. Or we could consider the current state of the lunar rain to be the strong sign rather than the overwhelming sign, and the adventure could deal with things getting even worse, as the gods come closer to losing the war and it's time for the PCs to intervene.
Honestly, DragonMech might be a great setting to use Elder Evils in, since the weakened gods propose an easy solution to why they're no longer contained. Of course, the one downside to this approach is a world that's almost ridiculously overwhelmed as everything goes to hell. On one side, we've got the lunar invaders. On another side, we have creatures roaming up from Stygian Depths to make their assaults. Then we've got devils, demons, and rogue angels no longer kept in check by the gods trying to reshape the world. Then toss in an elder evil no longer restrained. We could make this even more ridiculous by instead making it several elder evils on the verge of breaking free. I could just imagine a PC making the comment "We've got half a dozen different harbingers of apocalypse all trying to break free at once! This world wants to die!"
Here are just a few other ideas to consider:
The Hulks of Zoretha:
Detailed in Elder Evils, the Hulks of Zoretha are the remnant of an alien colonization project. It seems a little sci-fi for most settings, but so appropriate for DMech. With a little refluffing, it's a lunar artifact. If we decide that the lunar invasion was long in the making, the Hulks were planted as a weapon for later use. Maybe this initial invasion plan was delayed/abandoned, so not many lunar monstrosities know of it. Or maybe it was intentionally left specifically so they could be forgotten, suggesting that this invasion has been long in the planning. Or maybe the invasion has never been about conquering our world, but about retrieving the Hulks, which may have some special significance. If we use them as a lunar superweapon, we could make them mech-sized and leave them buried in the sands of the Wet Desert along with the Pretominum Heads. More likely, they're further into the Wet Desert than the Pretominum Heads.
Also detailed in Elder Evils, Pandorym is a superweapon summoned to destroy the gods. Originally described as an ancient thing, I think Pandorym in DragonMech is a much more recent occurrence. The elves of the White Congress summoned it as a weapon against the lunar gods, but it was free-willed and intends to just destroy whatever it can. The disappearance of the greatest arcane library in the world may not have been an attempt to preserve their work, but rather an attempt to seal off Pandorym when things went wrong. Did they shunt off their library into its own new demiplane to keep Pandorym imprisoned, or did the elves merely bind it here on Highpoint while their library was consumed by the living Sphere of Annihilation?
Probably not too appropriate for DragonMech. We already have one moon on the attack. Do we really need to include a second one? If you want to use a very alternative DragonMech setting, maybe Atropus is the moon, and the lunar invaders are not aberrant monstrosities, but undead horrors. But what suddenly awoke Atropus? It would seem somewhat more plausible that something drew Atropus's attention and he swapped places with the moon, somehow unnoticed. Or maybe Atropus has gone after the moon, and the lunar invaders are rather refugees. Atropus is not itself a moonlet, but the moon may soon be his new avatar. Alternatively, Atropus plays into the plans of the lich piloting Sharlorn the Necropolis (sorry, don't remember her name, and my books are on lone to my DM). Hating the moon and all its ilk so much, she's summoned Atropus to fight fire with fire. She's particularly gleeful that Atropus will turn the lunar abomination into undead abominations - a fate that's universally reviled, even among lunar creatures. A punishment they all deserve, in her viewpoint. Of course, what will happen to Highpoint when it becomes the next target? Nothing that should worry a lich.
I am Omnirahk, half-Rahkshi ("Omni") of the WotC forums. I consider "Psionics in DragonMech" (see my website) my greatest contribution to anything d20 so far. At least, it's my most successful topic.