Everything you’re seeing here is pretty well understood: they all have a name and a specific set of circumstances under which you can see them.
The Sun is the bright blob near the horizon. It’s circled by the 22° halo, a fairly common optical effect in the winter; I see dozens every season. On either side of the Sun are parhelia, nicknamed sundogs. Those are the teardrop-shaped rainbows. Sometimes, as seen here, these stretch out into long streamers called parhelic circles. They are parallel to the horizon but in this wide-angle shot the shape is distorted, bending them up.
Directly above the Sun, dipping down to touch the halo (the math term for this is osculating, which means kissing) is a gull-wing curve called the tangent arc. Above it, connecting the “wings”, is the Parry arc.
When parts of clouds are thin and have similar size droplets, diffraction can make them shine with colours like a corona. In fact, the colours are essentially corona fragments. The effect is called cloud iridescence or irisation, terms derived from Iris the Greek personification of the rainbow. — Atoptics
The colorful “bubble” is a glory, and the shadow is a Brocken spectre. They’re caused primarily by diffraction processes. The minute droplets in the layer of fog deflect sunlight in such a way to produce concentric rings and overlapping colors. Like a rainbow, you can only see a glory or a Brocken spectre at the antisolar point.
Because shadows converge at the antisolar point, when photographing Brocken spectres and glories the shadow of the photographer will usually be included; not as a blur in the background but as the center of attention (the glorified observer). Glories are commonly seen from airplanes when taking off or landing through a cloud deck.