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.
Every now and again, the region encounters a dense blue fog. Every now and again, things disappear into the fog never to be seen again and things appear out of it from other places or world. It seems the fog is the material form of some minor diety charged with moving things around the universe to balance cosmic forces.