How to make depth fog?

So, is there a way to add depth fog in the scene? Not the Exponential Height Fog that goes from bottom of the screen up, but in any direction, alternatively from top to bottom, like a EHF but going down.

I am looking for the effect they have in NaissanceE desert scene when you look straight up be “sky” vanishes in red fog and to the side in yellow fog with a gradient between.

[For video reference][2]

Edit: Tutorial vid that explains how things link up

From my previous experimenting I couldn’t produce that effect with AtmosphericFog. If you know how to I would be very happy to hear it. Thank you.

Screen shot your settings, and I’ll take a look.

I am sorry but there are no settings to share as nothing I am able to produce is even close. Getting the foggy effect on the ground level, the yellowish part in the video isn’t a problem. It is the transaction into reddish fog that fades into opaque when you look up that is.

Try ExponentialHeightFog
below you will find 2 screenshot of the same scene with and without ExponentialHeightFog.
I think you can achieve what you want if you play with the settings.

No, not in a way I have succeeded with anyway.
I of course use it to make the lower yellowish fog. But that doesn’t help with the higher reddish fog.