I'm thinking that the entity would be a mysterious denizen of the Void that was known as 'The Hidden God' or the 'Eyeless God'. My character would have entered the Void near his domain as a child, and he took her under his wing, training her and turning her into an agent for his actions. The Hidden God has had a fairly extensive network built by now, he maintains over a dozen mystics, and has numerous cult cells across the world following his orders through the mystics. His actual desires remain unknown, though he has played a huge role in human politics. The Hidden God had given favors to the CIA during the Cold War in exchange for earning it a positive standing with the U.S government and the Division. It maintains a publicly known cult house in Berkeley, and often tries to indoctrinate college students with a New Age front. It's highest known membership is on the West Coast, though there is another cult masquerading as a protestant church in the Baltics actually run by the Hidden God.

The fog is originating from the layer of The Hidden God, and he ends manipulates it for the Mystic. Basically the Mystic opens the portal, and The Hidden God has full control over fog that enters through it. Things that The Hidden God can do with the fog include:

Shape the fog into rigid shapes, giving it weight

Direct the speed and direction the fog flows

Change the makeup of the fog, making it acidic or flammable. 

My character would communicate with the Hidden God, expressing what she needed while he in turn would shape the fog into what she requested.