I think I found what was causing the “problem”. I imported the landscape using a heightmap (its an island), and then made a plane with not enough length to cover the whole sea surface. So at its limits the horizon line was showing.
I fixed it and its much better now. The only thing is that line in the horizon, like in your first picture, which I can fade using the ExponentialHeightFog -first time using it, I still need to see its options-