CENTAUR

Centaur sightings are not unknown, though how a centaur could be structured defeats me.  Lars Thomas, a prominent Danish cryptozoologist, records one on the Faroe Islands.  A schoolmaster in 1989 claimed to have seen a centaur on this little archipelago.  It then faded away into the mist.

Thomas thinks it may have been a shapeshifting water-horse, but you should, if possible, avoid explaining one unknown with another.  However, the word mist makes me think, an activity which I do rather less with my ongoing senescence.  If there was mist there, it may have formed a backdrop of a white coloration.  We are told the centaur was pure white.  Humans have a tendency to see patterns in things and, if the mists surface was at all irregular, the schoolmaster might have mentally imprinted the white centaur's shape against the mist.

On the other hand, this guess might be quite wrong.