Are these pathetic fallacy: "Mist creeps; wet wind blows."?
Not really. Pathetic fallacy is basically when the environment (nature) mirrors the situation.
For example, rain during a funeral, crepuscular rays after a major conflict - symbolizing the light of God and the conquest of evil.
"Mist creeps; wet wind blows" are examples of personification. Personification is giving inanimate objects the behaviour and/or personality of humans.
If for example, a situation was given in which a tone of eeriness and horror is present, then such words would be in fact, pathetic fallacy.
However, by itself, it is not.
Hope this helps.
It depends on the situation in which the phrase is used.
If the eerie, dark mood of the quote mirrors the mood of a character or scene, then yes it is pathetic fallacy. So if this weather just so happens to be occurring at a funeral, or after a break up, or something equally dark -- yes. However, if it's just setting a mood or scene, then no. So it really depends on whether the weather appears to be dependant upon the mood of the character.