I have the same problem. The story steps 'Examine the strange goings-on...' and 'Scan haze hot spots' both have check marks but no marker to continue.
Quitting the story, starting a new different story and then restarting the story back didn't do anything. Still stuck on An Air of Mystery with no way to continue.
Edit.. I tried quitting the story and starting a new one from EoD (had tried HoT and LS3 before). When switching back it started the story over from the beginning. Hopefully it won't bug out again when i get to the same part.