What a great episode and what a great story! It was my first Kiernan story (but Kiernan always was high on my to-read-list), and now I definitely want to read more of her. I also liked it that another one of my favorite weird-writers, Ligotti, was called in mind in the podcast, in connection with obsessed minds (which is why of course Poe is great also).
There is a lot to say about this story, but I'll try to not write a whole book here ;-)
What particularly awed me was the beautiful and balanced writing style of Kiernan: descriptive and evocative, natural and rich, subtle and tense, alluding and one of a kind... My own (Dutch) writing style I think is still too littery and non-fluent, so I tried to analyze Kiernan's style, but couldn't really pinpoint what Kiernan does to make it so good. Maybe anyone on this forum can point some things out?
One note on the Lovecraftian allusions: The Picture in the House (a story about a cannibal) and Dagon were mentioned, but I think The Music of Erich Zann is an important one also - and one of my favorite Lovecraft stories (Actually, I'm writing a sort of guitar-sequel to it for a friend of mine who idolates guitars, which will appear in my short story album).
In the podcast the surprising ending is interpreted as giving up an impossible life, giving up violence (Book of Mormon, ammonites), while the collector has prepared his collections and journals to be found by humanity. The violin, the symbols, the music and the violinist playing her 'sister-violin' was the collector's last 'perfect' act.
Although this all may be true, I read the end as the collector making the ultimate offer to his sea deity: his own, whole life - the offering magnified by the rituals and symbols (his 'private iconography'). (Although, now I think of it - he didn't strangled himself, for example by hanging himself.)
And yes, the Paganini piece - I listened to it after I read the story, but I also wondered about why Kiernan chose this piece - I really couldn't think of anything. As a matter of fact, the dark Gorecki (mentioned in the story by the violinist) maybe was a better choice. But of course there must be a reason she chose it, and I'm really curious about it.