Use table rules and isolation
I’ve played a lot Call of Cthulhu, both as player and Keeper. The first thing I'd like to share is that while CoC is of course a "horror" RPG, you need to be careful what you wish for here. Actually scaring your players is quite unsettling, and not something to be done lightly. If you are in a circle of friends coming together for lighthearted fun, you should absolutely check with them first if that is what they are open to.
If they are, establish table rules, that there should be no joke cracking, or at least little of it. Even if they agree, and aim to keep it more somber, these are goofball friends, so it is easy to slip. One if our GMs had made up signs that said "No Jokes", “No movie talks" etc. to hold up, to remind everyone quickly to cut if out if they slipped. This worked efficiently to curb such table talk.
Secondly, CoC does already have an actual game mechanic to express the psychic strain of eldritch things that should not be, in the insanity mechanic. Typically, one of the things that players are afraid of is permanent damage to their characters, and they will try to avoid SAN checks wherever they can. Make liberal use of these, to make them feel the tension of inescapable decline, and drive home the message that even if they might achieve some seeming victory, it's all an illusion for misguided fools in an uncaring universe that makes no sense and where humanity is but a meaningless footnote, no more than insects to be soon gone.
Few things foster fear as much as isolation and not knowing whom you can trust. Even among the players. One such experience already helps to make them wonder ever after. Making player characters that have some dark secret from the get go that the others do not know about works well for this.1
Take scenes only one of the players experiences and play them out one-on-one off the table, so the others do not know what is really going on or happening.2 Agree with players to not share this out of the game. This means you can sow distrust also during the game. Psychosis, possession, replacement or brain manipulation by the Mi-Go, there are many ways you can ensure that their friend at the table in game may not be at all what they think he or she is, and may really be against them. So nobody knows whom to really trust. Passing secret notes they may not share also helps.
And of course, the players you take offsite for a 1:1 are isolated too in that experience, and have nobody to joke with. I had one player who told me he had literal nightmares after playing a such a scene in isolation. At one campaign we played in an actual old farm house, the drinks were stored in a dark shed outside. You had to go there with a torchlight in the middle of the night, for some real world isolation. With your mind full of things that shouldn't exist, you tried to get back into the warm light where the others were asap.
Overlapping with the general answers for creating a scary atmosphere, never spill secrets as a Keeper, no matter how much you’d like to share out of game. In one campaign we played, to this day I do not know if the entire world was really subverted by frog beings from another dimension that drugged humanity to keep it in an illusion of not seeing the truth of being subverted and harvested, or if we were just getting batshit crazy and hallucinated things as part of our insanity. That DM was sublime.
Lastly, keep in mind that cracking jokes is also a defense mechanism when faced with overwhelming odds or fears. If you do horror right, some level of this is needed as a safety valve for your players. Let it be — you don't want actual psychological trauma from them playing a game.
1 In one game, my brother and me got to play brothers in game, my character was mutilated in war, and his beloved brother took care of him. But without me or my character knowing the backstory was that my brother's character actually had engineered that mutilation to get me out of the way of something he wanted. When that became clear during play to me it was a really uneasy experience, as it was for ny brother the whole time, who of course knew this all along.
2 This creates holes in the flow of the game for the others, so don't overdo it. If you only do it sometimes, when there is something to be hidden, while you play other such scenes at the table, it can work even better to instill the rest of the players with doubt what it is that they were not allowed to witness.