Hey bazmod -
As points out above, the Exponential Height Fog is evaluated on a vertex level then interpolated to pixels, so if you have a low poly background piece the fog will be interpolated very poorly. Can you check to make sure that the pieces you want to be in your fog have a sufficient tessellation?
Atmospheric Fog should not work on mobile. This is a known limitation.
For the Depth Fade issue, can you let me know what mobile device you are experiencing this issue on?
Thank You
Eric Ketchum