I've found the book I was looking for. It's about invisibility, but it briefly talks about invulnerability too. The 'cloud' is some kind of mist that the magician creates and puts over himself to make himself invisible. I haven't tried to create it personally, so I can't tell you if it works. I'll copy and paste the relevant parts below.
"Now there is one other effect that can be produced with the cloud that does not lend itself to experimentation, but I want to make mention of it nonetheless. This is invulnerability. In times of danger, you may surround yourself with the cloud, and thereby protect yourself, not only by making yourself invisible, but by physically isolating yourself from whatever the danger is. As Madame Blavatsky interprets this phenomenon:
The astral fluid can be compressed about a person so as to form an elastic shell, absolutely non-penetrable by any physical object, however great the velocity with which it travels. In a word, this fluid can be made to equal and even excel in resisting power, water and air.
In India, Malabar, and some places of Central Africa, the conjurers will freely permit any traveller to fire his musket or revolver at them, without touching the weapon themselves or selecting the balls. In L.aing’s Travels Among the Timanni, the Kourankos, and the Soulimas, occurs a description by an English traveller, the first white man to visit the tribe of the Soulimas, of a very curious scene. A body of picked soldiers fired upon a chief who had nothing to defend himself with but certain talismans. Although their muskets were properly loaded and aimed, not a ball could strike him. Salverte gives a similar case in his Philosophy of Occult Sciences: ‘In 1568 the Prince of Orange condemned a Spanish prisoner to be shot at Juliers; the soldiers tied him to a tree and fired, but he was invulnerable. They at last stripped him to see what armour he wore, but found only an amulet. When this was taken from him, he fell dead at the first shot.’
This is a very different affair from the dexterous trickery resorted to by Houdin in Algeria. He prepared balls himself of tallow, blackened with soot, and by sleight of hand exchanged them for real bullets, which the Arab sheikhs supposed they were putting in the pistols. The simple-minded natives, knowing nothing but real magic, which they had inherited from their ancestors, and seeing Houdin, as they thought, accomplish the same results in a more impressive manner, fancied that he was a greater magician than themselves.
Many travellers, the writer included, have witnessed instances of this invulnerability where deception was impossible. A few years ago, there lived in an African village an Abyssinian, who passed for a sorcerer. Upon one occasion a party of Europeans, going to Sudan, amused themselves for an hour or two in firing at him with their own pistols and muskets, a privilege which he gave them for a trifling fee. As many as five shots were fired simultaneously, and the muzzles of the pieces were not above two yards distant from the sorcerer’s breast. In each case, simultaneously with the flash, the bullet would appear just behind the muzzle, quivering in the air, and then fall harmlessly to the ground.
A German offered the magician a five franc piece if he would allow him to fire the gun with the muzzle touching his body. The magician at first refused, but finally, after appearing to hold conversation with someone inside the ground, consented. The experimenter carefully loaded, and, pressing the muzzle of the weapon against the sorcerer’s body, fired. The barrel burst into fragments as far down as the stock, and the magician walked off unhurt. In our own time several well-known mediums have frequently, in the presence of the most respectable witnesses, not only handled blazing coals and actually placed their faces upon a fire without singing a hair, but even laid flaming coals upon the heads and hands of bystanders, as in the case of Lord Lindsay and Lord Adare. The well-known story of the Indian chief, who confessed to Washington that at Braddock’s defeat he fired his rifle at him seventeen times without effect, will recur to the reader in this connection."