Your problem sounds like it has something to do with blueprints. In my case it never works outside of the editor even if it’s outside of a blueprint or not.
Just curious, are your blueprints responsible for turning on/off the atmospheric fog, Adrian? If so, then it’s maybe some faulty initialization somewhere along the way. Just maybe.
Also, did you try to use an atmospheric fog outside of the blueprint, in play mode? I’m curious if it works on your end.