How would you make "Out of Bounds" fog/darkness?

I am trying to make a darkness/fog boundary, similar to what was used in older games. I need to create a visible barrier around the play area which takes place at night. I tried using a volume with depth fade but I think I am missing something. The blend from no darkness to full darkness should look natural. The current post-process we have flattens it a little, but I want to know what else I can do to improve this. Thanks!