Cloud immunity
Cloud immunity is an ego which protects the wearer from the effects of all clouds, in the same way as Qazlal. It can be found on scarves.
Note that you can still be affected by cloud breaths if the breath itself hits you, in the case of poison, draining and chaos breaths which inflict status effects, and fire and ice cloud breaths which will inflict some amount of damage when the breath projectile hits you. The cloud itself will do nothing to you on subsequent turns however.
Strategy
Cloud immunity is an underwhelming ego except in the Swamp, where it allows you to avoid the breaths of swamp drakes, swamp dragons, ghost crabs and clouds associated with some Swamp:4 rune vaults as well. Generally it will act as a good substitute for poison resistance here.
Elsewhere even a regular +0 cloak will often do more than a scarf of cloud immunity, providing 1 AC.