Matthew Newman (lead designer) answered this question on the Mythos Busters' discord recently. So, 2 clues pending a more definitive ruling.

By a strict reading the rules there is no such thing as a skill test that 'you' initiate. A skill test in a revelation effect is initiated by that revelation ability; a skill test on an asset is initiated by one of the triggered abilities on that asset; a skill test on an event is initiated by the event itself; and even in the case of a basic fight, evade, or investigate action, the skill test is initiated by the game rule that defines that action. In addition to the rule you quoted above, Appendix II, under Skill Test Timing states: "The card ability or game rule that initiated a skill test usually indicates the consequences of success and/or failure for that test." And the example given underneath (1.7) Nested Skill Tests in the FAQ reads: "Ursula performing (sic) an investigate action. As part of this investigate action, she must perform an [intellect] test. During the resolution of that skill test, she plays Expose Weakness, a fast event which initiates another [intellect] test." There is no mention anywhere in the rules of an investigator initiating a skill test. However, Called by the Mists uses similar wording to Drawing Thin, which reads "[reaction] When you initiate a skill test..." Drawing Thin has been around for a long time, and the community takes it for granted that its triggering condition refers to the beginning of any skill test you perform, regardless of its source. Drawing Thin has been talked about a lot because it's really strong, and the designers have certainly been aware of that discussion, adding Drawing Thin to the optional Taboo List — if we were wrong about that card we would definitely know about it by now. I wish I could point you to a specific rule, but even without one, I am confident that Called by the Mists refers to any skill test you perform with a difficulty of 4 or higher.