I don’t see the need for any post processing to achieve a scene like this. I would say it’s just a well lit scene with quite desaturated textures, a blue tinge to the environment lighting and a bit of fog.
I’d try this as single directional light for the moon (a pale blue, make sure it’s not too intense so that it blows out - use the top left shoulder of the character, the floor stones and the side of the lamp post as reference). Notice the light hitting the underside of the bridge arch to the far right and up near the middle of the image. I reckon that’s just a soft point light. They’ve done that to emulate bounce light between moon and the water below the bridge but its also a creative decision to pick out the far edge of the bridge which might just look flat and dark without it. That kind of attention to detail and creative lighting decision is applied across all of the scene - see if you can identify similar opportunities in your own scene.
Notice the clear separation between different depths. A bit of fog helps with that but I personally often add emissive to shaders on specific elements in a scene at times to help different depths in the scene pop. The sky is actually a light and should be brighter than the things in front of it. So make sure it isn’t darker than foreground elements.
Make sure there is some blue/grey colour in your skybox and that your using a skylight to capture and apply it to the scene appropriately.
You don’t need fancy color grading or anything here, attention to detail is the key IMO.
All the best,