Ok guys, final fix went into perforce changelist 2228471; you can make the change locally by replacing on UE4/Engine/Shaders/HeightFogCommon.usf:
[FONT=Courier New] // Setup a cosine lobe around the light direction to approximate inscattering from the directional light off of the ambient haze
half3 DirectionalLightInscattering = DirectionalInscatteringColor.xyz * pow(saturate(dot(CameraToReceiverNormalized, InscatteringLightDirection.xyz)), DirectionalInscatteringColor.w);
with
[FONT=Courier New] // Setup a cosine lobe around the light direction to approximate inscattering from the directional light off of the ambient haze;
// clamp to avoid issues on some platforms (Could’ve used ClampedPow(), but we want the dot to be 0…1)
half3 DirectionalLightInscattering = DirectionalInscatteringColor.xyz * pow(saturate(dot(CameraToReceiverNormalized, InscatteringLightDirection.xyz)), clamp(DirectionalInscatteringColor.w, 0.000001f, 1.0));
[EDIT] Here’s the change: https://github.com/EpicGames/UnrealEngine/commit/8a2b4f98668200fd852b2c220fa1ceb1d0a02454