I just read William Hope Hodgson's The House on the Borderland. Is the implication that the man's relationship with his live-in sister inclines to incest? Are the swine intended as symbols of lust (as is the classic interpretation of the pig)? Is there a psychological interpretation of his vision of the death of the universe?
You are conflating the Recluse's sister, who is alive, with the Recluse's lost love, who is dead. He does get to spend eons cuddling with his lost love on the Sea of Sleep.
I see what you mean about the sister, but I don't think so. It is stated that his sister is his maid and cook. I didn't notice anything that implied she was more than that. He is closer to his dog Pepper than to her. When his dog turns into a pile of ash after millennia, he wonders if his sister met the same fate, but can't be bothered to find out. It seems like she is there only to, as a "weaker" person, almost succumb to the pigmen the way the Recluse succumbed to the giant, phosphorescent pigman at the end. And to make us wonder if he is imagining it all, since she never directly sees the pigmen.