A large vertical cave has a constant, strong wind blowing out of it from the bowels of the earth. If one was to jump into the currents they would have a controlled ascent on the winds till they reached a height where their weight and the winds force reached equilibrium. Impossible to climb down naturally. What is it? Natural winds from the earth or a complex magical protection for an underground lair?
Mining in a certain area turns all exposed skin (maybe just parts that are actively disturbing the chemicals that cause the reaction) of the those doing the mining to a dark blue color. Will wear off taking as many years/days spent in the mine.
In a high canyon in the mountains, the players find a skeleton in a cage suspended from a pole. A few miles further, they find another, and a third contains a partially rotten corpse. The fourth contains a living man who looks as if he hasn't eaten in days. Turns out to be the local way of punishing criminals.