Traits common to the hinterlands
Since they are mystical creatures that inhabit a border between places or times, they will develop traits befitting such places...
They may be able to become invisible if looked directly upon rather than from peripheral vision.
They may be able to travel unexpected distances between blinks.
They may develop the ability to appear as though bobbing lanterns off at some variable and changing distance and direction.
They may emits sounds similar to children laughing or whispering winds that seem to be calling out names.
They may be able to mimic forest and prairie animals crossing paths directly in front of someone they wish to observe more closely.
They may become able to appear as a helping stranger to aid a weary, good hearted traveler.