How can I create this atmospheric windy fog effect?

Development Rendering
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That you can see in this video here: https://youtu.be/7POtc-UXyrE?t=55s

And furthermore, would this be horrible for performance? Looking for a way to do this in a way where it won’t bog down performance.

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Check out Particle Example Project on the marketplace by Epic Games. They did an amazing job with that effect, Also its free!