I don't think you want the Chesterton. It's worth reading for its own sake but it's not about Pan.

But...E.F. Benson's the Man Who Went Too Far could be exactly what you need. It's available on line; I just checked.

By the way, do you know Benson's The Room In The Tower? It's an absolutely cracking vampire story.

And how about Algernon Blackwood. His best stories aren't exactly about Pan but they're full of that peculiarly fin de siècle ambiguity about Nature- its beauty and its horror. The Wendigo- set in the Canadian arctic- is my favourite.