What else there is will vary greatly depending on the geologic context of the hot spring. Along with water vapor there can be gasses such as carbon dioxide, hydrogen, hydrogen sulfide, helium, radium, argon, methane, and I’m sure many other things.

Hot springs are the surface manifestation of subsurface groundwater being indirectly heated by geothermal heat, usually magma (magma is underground lava, lava is magma erupted at the surface). Environments where hot springs occur are associated with their eruptive counterparts called a geyser. Subsurface rock with fractures and wide pore space between grains are more conducive to the geostructual plumbing that characterize hot springs/geysers. More acidic and biologically active hot springs are called mudpots. The groundwater will reflect the environment it circulates in and can have wide range of dissolved ions. Once vaporized or brought to the surface groundwater and mobilize any number of compounds. Most geysers are coated in Geyserite, which is a hydrated silica mineral sourced from silica rich bedrock that groundwater interacts with. Some environments, called fumaroles, will have no circulating liquid water and will be dominated by volcanic vapor and groundwater steam. Fumaroles are the nasty ones because they tend to have vaporized hydrochloric acid and sulfur oxides in the steam. These emitted gases derive from cooling of complex magmas that contain sulfur, fluorine, hydrogen, and carbon.

The only hot spring I’ve been to didn’t smell like sulfur, or anything really. Not sure what could be in the clouds without googling it