I can confirm that it works. I use all three elements in a rotation and they do proc. The Meteor, the Lightning bolt, and the Ice lance. I do believe that they need to hit something to proc.

The Ice Lance looks like arctic spears projectile and is just as fast.

Meteor looks just like the Tear of Etheliel - Fire Rune Meteor tumbling vertically down.

Chain Lighting just look like a bolt. Like one hop from Thunderstrike. Didn't notice a chain but Anomaly sucks everthing into one spot...

Anamoly - Lightning Rune - works
Tear of Etheliel - Fire Rune - Works
Winters grasp - Works.
Consuming Embers - cant remember.
Thunderstrike - how could you tell :D
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Underwhelming during early game, Its all dying so fast anyway.

I've been using arctic spear with frost and ive never seen it