This mist is known in the Outer Hebrides as a harr or harr mist. Harr is defined (when you can eventually trace a definition) as cold sea-mist - generally refering to the winter sea-mists in the North Sea. In fact they can be summer mists and come in all around the North British coastline.
The Urban Dictionary said it was Northumbrian/Tyneside dialect but actually it is used in many parts of N England and Scotland. Despite the lack of on-line definitions it is still in common usage. Variants inclkude Harl, Harn, Hoar, Hoare. It is of Saxon and Norse origin.