I've read the lore but it seems to be a little inconsistent/vague. It is my understanding that champions born of the Black Mist can't leave it or they die in the permanent sense. They can travel during the Harrowing because the Black Mist spreads far enough into Bilgewater for them to go there.
However, Kalista seems to break this rule in her color story and cinematic unless the pact gives her special domain.
Anyone know how this works in canon?
While the Black Mist often spreads to Bilgewater, it can also manifest in other places across Runeterra. It appears in what is presumably Demacia in Mordekaiser's colour story, and is present in Kalista's story:
The otherworldly being was clad in archaic armor, her flesh translucent and glowing with spectral un-light. Black Mist coiled around her like a living shroud.
And also Thresh's, although it's unclear where in Runeterra this one is set:
Thresh followed the curling **Black Mist **away from the cottage with his glowing lantern held high.
So the Black Mist is always there, even when there's not a full Harrowing.
Now the question is, are the wraiths following the Mist, or is the Mist following the wraiths? If Kalista wants to make a pact in the Freljord, does she have to wait for the Mist to appear there, or does she just make her own way and the Mist follows after her? I don't know the answer to this question. It might be a mix of both.
I think the most powerful undead (those who are champions) can either leave the mist or take it with them. Kalista's trailer confirms that if someone swears to her with the pact, she can teleport to them almost without limit (although probably not in Demacia or holy areas). Hecarim spearheads the undead army, and I believe the Mist follows behind him. Elise was reborn in the Mist, but she kept all of her memories as well as much of her humanity and can leave to Noxus at will. Mordekaiser also shows that there are other undead in Runeterra who do not belong to the Isles and therefore do not need to stay within the Mist to survive, although they are likely extremely rare because of the amount of black magic required to resurrect someone.
