Midwinter

It was the Yuletide, that men call Christmas though they know in their hearts it is older than Bethlehem and Babylon, older than Memphis and mankind.

— H.P. Lovecraft, "The Festival"

Many things are said about the migration season. That all Stenza are guided by a wise and powerful spirit, but those who wander are only returned if they are young. That their home to the north of them is now full of supernatural danger. That people vanish into the snow and not even their bodies are found. That one can, after the revels have died down and the others have all gone to bed, peer into the wilderness and find eyes staring back, either curious or warning.
No one "believes" this, per se. It's much deeper than that.