Мглою (mgloyu) is a poetic and somewhat archaic word meaning "with gloom" or "with darkness." It's the instrumental case of the noun мгла (mgla), which you'll find more in literature than in everyday conversation.
In a fascinating move, JONY directly quotes the opening line of a famous poem, "Winter Evening," by Alexander Pushkin, Russia's most celebrated poet. By using the classic line "Буря мглою небо кроет" (A storm covers the sky with gloom), he elevates his own emotional turmoil, comparing the storm in his heart to a legendary literary one. It's a rare and beautiful word to find in a modern pop song.
If you want pure, dramatic romantic devotion, JONY delivers it at full speed in "Комета" (Comet). The premise is intense: nothing feels right without his love ("Всё без тебя не так" [Everything is wrong without you]), so he is racing toward her like a meteor through the sky. He even claims that "даже под дулом пистолета" (even at gunpoint), nothing will stop him from tracking her down. That is definitely over the top, but it sets up the driving urgency behind the beat. He is convinced that this summer belongs to the two of them, begging her simply to step closer and end his misery.
The coolest surprise in the track comes right in the middle, where JONY samples classic Russian literature. He drops famous lines straight out of Alexander Pushkin's 1825 poem Winter Evening: "Буря мглою небо кроет / Вихри снежные крутя / То как зверь она завоет / То заплачет как дитя" (The storm covers the sky with haze / Twisting snowy whirlwinds / Now it howls like a beast / Now it cries like a child). Mixing a 19th-century winter storm poem into a modern pop track about falling moons and finding balance through "Инь Янь" (Yin and Yang) is wild, but it turns his emotional chaos into a raging blizzard.