One of the truly fascinating things about writers of weird fiction is how many of them are remarkably accomplished in other aspects of their lives. We have folks such as A. Merritt, who had a very successful career as a journalist and newspaper editor, R.W. Wood, who was a very distinguished scientist, Lord Dunsany, who was, well, a Lord, and M.R. James, who was a very distinguished medieval scholar. And, of course, there's my pièce de résistance, Winston Churchill.
I can now add to my personal list John Buchan, 1st Baron Tweedsmuir (1875-1940). Buchan was a politician and novelist, and his resumé includes an impressive collection of honorary academic degrees and military honors. He was also the 15th Governor General of Canada, representing the monarchy in local Canadian affairs.
In writing, he was incredibly prolific, producing countless novels and works of non-fiction, many based on his time spent working for the colonial administrator of South Africa. Of his fiction, the work most likely to be known by most people is his novel The 39 Steps (1915), which was very, very loosely adapted into a great film of the same name by Alfred Hitchcock in 1935*.
Buchan also dabbled in horror stories, and many if not most of these have been collected in Supernatural Buchan, a collection by Leonaur Ltd, who have produced quite a few impressive limited editions of weird fiction: