Exponential Height Fog and Sky Atmosphere result in rendering artifact, bug or wrong setting?

For anybody having the same problem I solved it in a very naïve way.

On game start each player spawns their own exponential height fog. Meaning they own it.
Whenever a player moves from land to space, their exponential height fog’s visibility is set to false.

This system is sub-optimal, but it does work in multiplayer environments too. Plus, it allows for some nice VFX tied with mechanics.