I think the easiest way would be to create something like a fog mesh + a fog material with this setup: ?v=XYPPd5oLoPM + in the character bp (character position) -> that’s the rough overview of how to create something like that 
I think the easiest way would be to create something like a fog mesh + a fog material with this setup: ?v=XYPPd5oLoPM + in the character bp (character position) -> that’s the rough overview of how to create something like that