Here is how I accomplished it in IRAY. It's similar to the Fog Tool in Daz. It's not perfect, but it behaves like fog. Thanks for making me do this. One thing that makes this better than regular fog is that you can run video on each plane for snow or rain or dust particles with 3d depth. Of course DOF works fine here too
Create 20 vertical planes spaced equidistantly and save them as an OBJ. I made mine 50 feet square. It doesn't matter if they penetrate walls, floors and ceilings. Make sure it doesn't cast shadows. I imagine this can also be done with concentric domes, Russian doll style. Ideally, the fog object should be perpendicular to the camera.
Lower the opacity of the panes. Theoretically, at 5%, the 20th pane would block all light, but it works out stronger than that.. Here it is with 3% on each plane. I used a long lens to compress the perspective distortion. I didn't change the color of the fog at all, so I guess it's white or gray.
75% of original size (was 674x19) - Click to enlarge
Here is their placement within the planes.
75% of original size (was 674x19) - Click to enlarge
Here it is with SSS (applied in IRAY settings). The third woman disappears. I lowered it to 1% and she was still gone
75% of original size (was 674x19) - Click to enlarge
Here it is with SSS and translucence at .5 of the planes in IRAY. The y scale of the planes was increased, so there are fewer planes before the third woman. That's why she barely shows now. Note, I have all of these planes at 1% opacity at this point and it still behaves way stronger than that. The SSS plus the translucency scatters more light.
75% of original size (was 674x19) - Click to enlarge
Here is ho much I expanded the planes do get fewer planes. Note, there is a flaw in my model. I think planes 10 and 11 re right on top of each other, and maybe 9 too.
75% of original size (was 674x19) - Click to enlarge