The weather was (obviously) clear, and remained clear as I walked to the Market District and did some shopping. When I left Claudette's shop, it immediately started to rain heavily. I went into Calindil's shop, and the rain stopped immediately. Based on the lighting in the shop, I would say it went back to the previous 'clear' weather. When I left Calindil's it was clear, and I wandered over to Edgar's shop. Upon leaving there, it instantly went foggy. I then walked over to the Arena district, and upon entering there, it went back to being clear again, and it remained clear as I wandered further around the IC. I've wandered a bit further (currently at Faregyl) and haven't noticed any more instant weather changes, so it might be a one-off.
Eloise