You asked: "Thank you for your reply. What genre would you file a historical mystery with fantasy elements in?"
The general category of fantasy has many, many subcategories. It depends on what you mean by "fantasy elements". Because fantasy is such a large umbrella, your idea likely falls into one of those many subcategories of fantasy. One example, the Fables graphic novel series. It's set in our contemporary world, but characters from numerous fairy tales and myths are now living in our world in secret. The first GN in that series deals with a murder mystery. In terms of genre, I'd place the squarely in fantasy, in spite of the murder mystery.
Mysteries don't tend to have a fantasy subcategory, so I wouldn't look at it in the mystery genre. You should research the mystery genre to get a better sense, but the big subcategories are murder and cozies.
Historicals also have many subcategories, mostly being set in real history. The fantasty subcategories tend to fall mostly into areas such as alternate history (what if the Nazis had won), or romance (with or without fantasy elements, such as Outlander, which has spawned an enormous subcategory of time-travel romances).