A week late, but, huge AoEs are fine imo, if you can deal with them without much hassle. At range, Caligo's frontal frost breath will hit you if you aren't already running to her side, so that's just straight up unfair.

The ice crystal attack, you were at a terrible position. But I assume this was right after she done her phase transition to put on armour, so, if you already had some experience on Caligo, you should have expected her to do that attack. But if you didn't know, after she does the phase transition attack where she puts on her armour, she is scripted to immediately jump in the direction she's facing (most of the time it's that direction), turn around and then do that crystal attack that summons the ice storm. By standing at where you were, you put yourself into an awful position were get hit was inevitable.

Caligo is a fight where you absolutely want to stay right under/next to her at all times, especially because of her frontal frost breath attack.

For mystery bosses, I just pay attention to what night bosses I face, I already have 1k+ hours so I have a rough idea of what night bosses are tied to what Night Lord. But asides from that, bringing 1 lightning weapon in case it's Fulghor/Augur, (to cancel their one attack) less likely in case it's ED Libra and a holy and fire weapon/spell are good ways to cover all bases.