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no way to work out which direction to go
In BotW/totk, this is often an indicator that you're not supposed to be there yet. Sometimes you can go there, and even complete the area if you know (or guess) what you're doing, but there is pretty much always someone or some thing you will stumble on elsewhere that tells you what to do.
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You're running up against late-game content. When the time is right, you'll be able to navigate it.
Without spoiling you too much. Go to the hyrule castle, there is a chest in the sanctum that would help you
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So the only story mission I think I have left is 'Destroy Gannondorf', I didn't see anything in the when I was fighting the phantoms. Should I have seen something in there?
When the timing is right you'll follow a quest that will make navigation over there much easier
With sheer, dumb luck, everything is possible.
... but joke aside, if you want to try it I'd recommend bringing Giant Brigthbloom Seeds. LOTS of them. Save often, so if you fall off the isles or lose your way, you can reload to a save file in which you still had a general idea in which direction you need to go. Do it immediatly after a Blood Moon so you have lots of time until enemies may respawn - you wouldn't want to get caught in the middle of an angry mob that just resurrected. I haven't tried out yet whether the spirits accompany you into the cloud, because I kept them turned off (these guys are super annoyying IMHO) but they might help to get rid of (or at least distract) enemies you're not able to see, so that's one less thing to worry about.
If this is a second / additional playthrough, then explore the isles AFTER you have already cleared the cloud, to get a general idea of how they look and where you have to go - if you're familiar enough with that location that you can find your way while not even paying attention, it might help you navigate while you can NOT see where you're going.
I can't quite remember whether there was something unique/special at your destination that you would be able to ping with the Sheikah Sensor, but if there IS something like that, use the sensor to lead you.
I did it by using the callback ability. It brightens up the surroundings quite a bit.
There are exploits you could try like the recall spear launch
It's possible, my kid did it. In his case, it was dedication and luck. He used the lightning flashes to see ground better. And fell a lot
Thanks everyone. I did manage to force and zonaite device my way through after a few hours. I've since found out there's a second shrine in there I've missed so I'll have to head in again. Must be one of the 6 or so I have left to do.
However huge thanks to the people that told me you can actually clear the storm at some point. So I'll definitely wait for that before I go up there again.