The Mist is a force which blurs lines, erasing separation. Antithetical to Azura’s sphere of liminality. It causes hallucinations by stressing the mortal brain with the uncertainty of where or who they are (Memory overload eroding self, dream gateways for intrusion)
Azura is the threshold between opposing forces, the stormfront between the calm and chaos. The clarity of knowing “this ends, and that begins.” Her power amplifies the opposing forces by making the distinction between them so clear that it takes on a nature of its own (e.g. Twilight becoming its own state between Night and Day).
The storm is not brought by Azura, but when the storm breaks, it disperses the Mist with the delineating power of lightning tearing across the sky and bringing contrast to the blur of the Mist.
Chimer ward themselves against the Mist with their ancestral heritage which reinforces their identity and grounds them.
Locations affected by the Mist / Veil / Moonshade blur the line between reality and the dream. This primarily results in visions of Moonshadow, warped by the Mist (shattered, edged by storms), because Azura has used the faith of the Chimer to metaphysically anchor Moonshadow to Lyithdonea. But it’s not a perfect fit and there are gaps where the mist erased the boundary to more disturbing realities.
When the Chimer first invaded Lyithdonea, the Mist would have been dominant. There would have been a period of conflict between Azura and the Mist but now Azura’s power is dominant in the isles. The influence from the mist is limited to infrequent excursions from where it dwells in deep places and the locations irreparably marred by its influence and the ancient conflict.