Having recently read the first American edition of Kult's rulebook (or at least the "fluff"), I've been pondering the setting quite a bit. There are some things I would change or build on if I were to run it. Might as well share!
Keep in mind that some of these topics may have already been addressed in later editions of Kult. I wouldn't know, yet. I also still need to read Legions of Darkness (and maybe the Metropolis sourcebook if I can get it for a decent price). These are just some rough ideas. Some may contradict the "canon," while others might fit in well with it. I apologize if I'm doing any injustice to Kult here. These ideas just represent my own preferences for this kind of game.
Why are Lictors and other ancient monsters often made partially out of plastic or modern machinery?
Well, time is an illusion, or at the very least our linear, one-dimensional, always-moving perception of time is an illusion, so it's not impossible for a fucking cyberdemon to show up in ancient Babylon or whatever. But time and space do affect the servants (and former servants) of the Demiurge to some degree within the Illusion, which is why you can occasionally run and hide from Lictors and such. So the "time is an illusion" bit is not by itself an entirely satisfactory answer.
The truth is that the Illusion works, to some extent, by using humans' latent divinity against them. It warps their powers and perceptions so that they unknowingly create their own prison. This is why Awakened people have what appear to others as reality-warping powers within the Illusion - they have stopped allowing their powers to be directed against them. In a sense, we power our own prison the way those trapped in the Matrix power theirs, except instead of serving as a mere power source, we serve as the system's processors, which may have been the film's original concept.
The Illusion responds to our thoughts and expectations. Monsters with "modern" parts look and work the way they do because they are partially formed and controlled by our own fears, anxieties, and obsessions - as a whole species if not individually. Perhaps a Lictor encountered in medieval Japan would look like an Oni. Maybe a Lictor would have appeared to Dante Alighieri as a stereotypical demon with horns and a pitchfork. In the world of the late 20th and early 21st Century, monsters tend to look like something out of Hellraiser or The Suffering or Silent Hill because those kinds of aesthetics reflect the minds of a majority of the Illusion's prisoners.
Then again, since time is an illusion, if enough people in the modern era have thoughts and fears about modern things to influence the Lictors and their ilk strongly and consistently enough, even to the point of outnumbering or overpowering the thoughts and fears of the past, they could conceivably affect the forms and appearances of such creatures far in the past and future, so that boogeymen of plastic and titanium could theoretically menace people even in ancient times before such things were "invented." Maybe the Illusion is weaker against modern thought because the Demiurge disappeared in modern times, so monsters in the past are taking modern forms retroactively.
Or maybe most of history is a lie, and the Illusion has always been a "modern" setting. There are plenty of options here.
In terms of "crunch," a Lictor might have slightly different stats and abilities when taking different forms, but many of their supernatural powers and other features will probably remain the same. A fire-and-brimstone demon and a rotting, corpulent cyborg can both have telekinesis, for example.
Metropolis, Gaia, and Other Places "Beyond Reality"
The other "worlds" in Kult are often presented as if they are part of the true reality beyond the Illusion. This is false. The only sure way to escape the Illusion is to Awaken. Prisoners of the Illusion often find themselves in Metropolis or other strange places and think they have peeked behind the curtain, so to speak, but they are simply exploring the curtain itself.
Metropolis is one part behind-the-scenes operating system shell, one part glitchy, leftover crap and test maps from the game engine, and one part Employees Only section of the prison. Ditto for Gaia. Inferno and the various Purgatories are special areas of the Illusion used to scrub "dead" prisoners of their memories and personality traits between reincarnations. All of this is still within the Illusion. Metaphorically speaking, these worlds are slightly closer to reality, but not by enough to really give non-Awakened people anything really resembling what absolute true reality is like.
It doesn't exist, strictly speaking. The Demiurge's palace was in Metropolis; he didn't need a Heaven to live in. The Demiurge was also too much of an asshole to provide a reward for his prisoners even when they play nice, so people with a high mental balance still typically wind up in Inferno or a Purgatory. On the plus side, the Purgatory of someone with a high mental balance is probably a lot more pleasant than that of someone with a low balance. Probably. Maybe.
Alternatively, Elysium could just be the inside of the Demiurge's palace in Metropolis, so when the palace disappeared, so did Elysium. Or Elysium still exists, but in the form of the Abyss. If the players manage to find and enter Elysium, they'd have access to things Astaroth would do anything to see - or else they'd get a taste of whatever horrors Astaroth experienced in the Abyss.
"Magic" and other Supernatural Powers
When humans perform magic, tap into ESP, direct the flow of Ki, or whatever, they are tapping into a small portion of the divine power they do not know they have and using it to alter or "hack" the Illusion. The more belief in your own divinity you have, the closer to being Awakened you are, the more supernatural power you can wield. Of course, this can backfire by attracting the attention of some rather unpleasant creatures, many of which have a vested interest in protecting the integrity of the Illusion.
Vortex and the Dream World
Vortex is a piece of the Illusion's "machinery." It generates the raw sensory input used by the Illusion to deceive and control the human race. Things like the smell of cooked chicken, the color red, and the feeling of your foot going to sleep are produced and pumped out by Vortex, at which point they are distributed throughout the Illusion as needed.
Dream Magic, lucid dreaming, etc. are basically the use of a person's unconscious mind to perform magic which taps into and subverts the power of Vortex. Dream Worlds are basically private little cyst-worlds in the Illusion, much like Purgatories. Getting too close to Vortex drives people insane because of sheer sensory overload combined with the mind's futile attempts to piece a bunch of unrelated and constantly-changing sensations into some kind of pattern.
Despite what the rulebook says, sexuality is not "original." Like hunger and thirst, it is part of the Illusion. Sexual experiences can grant supernatural power because they can be intense, shocking, or incredibly emotional, not because sex itself is particularly special. Outside of the Illusion, Awakened humans have no need for sexual reproduction and its attendant biological and evolutionary quirks. The experience of Reality is alien to almost anything that can be experienced within the Illusion.
I'm tempted to discard the concept of Achlys from the setting altogether and give She Who Waits Below something else to guard. I don't like the idea that non-Awakened people can escape the Illusion in any way besides Awakening, even through complete self-annihilation. If I were to keep Achlys in the game, I would probably try to come up with some explanation of its purpose in relation to the Illusion. At any rate, I would at least keep the Labyrinth and She Who Waits Below because they're pretty cool.
The Chicken or the Egg?
Did the Demiurge disappear because of the Enlightment and other revolutions in human thought, or did those revolutions occur because the Demiurge was no longer there to prevent them? Who knows?
The Legions of the Damned on Earth
I would probably reduce the number of Astaroth's legionanaires who are already on Earth (i.e. in the part of the Illusion inhabited by un-Awakened people and designed as their collective prison cell) from the figure of one million given in the rulebook. Assuming that the (former) servants of the Demiurge are not as powerful as either the Demiurge himself or fully Awakened humans, they are not completely omnipotent and omniscient. Thus, it would probably be hard for Astaroth's earthly cult to hide a million inhuman soldiers for very long when many of them are actively fighting in war zones. Sure, the governments of the world are in the pockets of the Archons and Death Angels, but even that can only go so far to prevent information leaks and the resulting damage to the Illusion. Maybe I'm giving people too much credit here, or giving their captors too little credit, but the Legions of the Damned just seem a little silly as presented. I think it would make more sense for Astaroth to wait until the main phase of his invasion is about to begin before sending in such a huge number of troops. Unless I'm running a campaign that heavily involves the "Astaroth is about to invade the Earth" plot hook, I would probably tone the Legions down a bit.
I would probably leave Nosferatu out of the game, but if I were to include them, they would be an unintentional byproduct of humans tinkering with magic, rather than anything intentionally created by the Demiurge or his servants. Like Dream Worlds, they are only able to exist because the Demiurge is no longer around to give orders to his servants who control the Illusion, and now those servants aren't doing such a great job of maintaining the system. More and more people are getting in touch with their divinity in small ways without realizing the origin of their power. Thus, more vampires, more magicians, more psychics, more ghosts, and more weird shit all around.
A final note: there is a lot of fan-made material out there you can mine for ideas and inspiration. I recommend checking out The Last Cycle. Be warned, of course, that this material is Not Safe For Work.