The Mystics
Also called the urRu, the Mystics were a race that inhabited the Valley of the Standing Stones.
Where are they from?
The Mystics appeared in Labyrinth's predecessor movie, 1982's the Dark Crystal. Performing them was very difficult; Swiss mime Jean-Pierre Amiel was brought in to teach the performers how to maintain the stooped position required to wear them.
Comic Appearances
GND 209 - After yelling the French Taunter's insults at the Labyrinth Goblins; Sarah, Luna, Sir Didymus & Ambrosius meet a Mystic, the Wiseman & the Hat, who recognizes Jareth pendant.
GND 210 - Sarah, Luna, Sir Didymus & Ambrosius contiue past the Wiseman & the Mystic after adopting the Hat (which is not related to the Sorting Hat)