As far as I am aware, they are only located within the Black Shroud. The Elementals differ from normal elementals in that they are like guardian spirits specifically watching over and policing the Black Shroud. Prior to 2.0 angering them invoked the Green Wrath, which varied from having Treants rip you apart to having an Elemental physically manifest and melt you in a green hazy cloud. This is supposedly the reason that Gridanians wear masks, so that if they do invoke the Green Wrath, The Elementals won't be able to recognize who done it.

After the Calamity with Bahamut, the Shroud was damaged, and this in turn weakened The Elementals, such that all they can really do now is communicate with the Padjali to try and exercise their will. One interesting thing about the aspect of having The Elementals around is that typical Gridanians use them as a way to shun outsiders and pick and choose from refugees, such as when the folks at Quarrymill shunned the male Ala Mhigan refugees, but accepted the females, "Because The Elementals willed it."