Sorry about the late reply, after many a night of fruitless search, I was finally pointed to right paragraph by to Umbra and AJ.
GMG, 950-1160. Second to last sentence of the last paragraph.
In Swedish: (it's the same in English)
"men det framkom att alver liksom djur och barn var immuna."
In the English edition, GMG p. 34 "Still, only Rust Brothers could venture into the Mist without losing their lives, but they also came to realize that
elves and simple animals and children were immune. It became clear that the Mist did not smother the elven lands or reach below ground."
- Note it says both that elves were immune, but also that the mist did not go into the elven lands! Why not?
- Also interesting is that the Mist not going below ground would mean dwarves were fine tunneling wherever as long as they stayed underground during nighttime.
- I do not understand the logic when it comes to kids. They are more often afraid than their parents, and if the parents are afraid, then the kids will generally be as well. So did the bloodllings choose not to butcher children? That's quite gentlemanly from demons.
A couple of other relevant references for already made arguments:
GMG p. 34 "So the Mist became the initiation rite for the
Rust Brothers for the next two centuries."
GMG p. 67 "What is known is that the
wolfkin were able to travel unharmed through the Blood Mist, which they called “the breath of the Huntress,” but only in the woods."
GMG p. 34 also notes "Oddly enough, the residents of any given area were never attacked at home, while a stranger could be killed if in even the smallest trace of mist. No one dared venture further from home than half a day’s travel, so they could be back and close their windows and doors well before darkness fell."
- Based on this, people sheltered inside their homes, it was not felt to be sufficient just to be inside the boundaries of the village.
- It also would seem to indicate that, e.g., traveling half a day and building a shed to stay in for the night would not work, as it would not be "home": Nomadic peoples notwithstanding, of course.
Some personal opinions to add to the conversation:
- It would seem that life would have been very difficult for goblins, who are nocturnal and have nightly rituals worshipping the moon god, if they could not be outside during nights for 300 years.
- Same goes for trolls, of course, but I would assume all monsters were immune.
- Elvenspring could be immune like elves, as due to cultural heritage their psychology would be similar. But I have not noticed any mention of it.