Ok, so I found something that really bothers me. I have found at least 3 heroes' skills that can be seen in fog when they use it:

1. Nyx's ultimate. Whenever he casts it in the fog, the blue effect he has when he uses it can be seen, even when you're nowhere near him. For example, I was ganked at bot lane, so I was watching the top lane while dead, and I saw the said effect in the top jungle.

2. Clinkz's windwalk. Same as above

3. Bounty Hunter's windwalk. Again, same as above.

So, the 3 skills have some kind of similarity - they are all invis skills.

Oh, and also, these are not the only skills I see in-game: there are also some other skills I see thru fog, but I don't remember all of them. These happened just recently, so I can still at least remember them. Hope this could help!