The full solution is below, with a short explanation for each group. To avoid spoilers, play the puzzle or open the hints page before reading the answer panels.
FOG, SQUALL, HAIL, and DRIZZLE all fit the category "Weather events". Forecasts warn you about these. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Card suits and kin
CLUB / DIAMOND / HEART / SPADE
CLUB, DIAMOND, HEART, and SPADE all fit the category "Card suits and kin". A deck has all four. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Fast things
FALCON / COMET / ARROW / SPRINTER
FALCON, COMET, ARROW, and SPRINTER all fit the category "Fast things". Speed is the common thread. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Map features
SCALE / COMPASS / BORDER / LEGEND
SCALE, COMPASS, BORDER, and LEGEND all fit the category "Map features". These help you read a map. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.