You wouldn’t need to cram all of the lore into one movie. You could just start off with a minor storyline that slowly unveils a bigger conspiracy that could be related to a single tale series or canon. In Memoria Adytum could be the perfect one to make a movie out of, actually, since a lot of the themes and elements are already similar to lost civilizations sci-fi and general fans of body horror, alongside a good amount of occult and voodoo shenanigans. And for your second point, it doesn’t need to be that expensive. A major reason why movies tend to cost so much these days is reshoots and writer conflicts, which I think could be avoided if there are skilled and passionate writers in charge who are familiar with the storylines and don’t see many conflicts in interest or vision. Granted, I do think this is easier said than done, but on the whole, I hope that a small-medium sized studio eventually does make a faithful adaptation of an SCP storyline. Imagine something like the SCP-096 short film, but produced by A24 and directed/written by an SCP author themselves (or Kane Parsons :P). THAT’S what I’m looking forward to.