Volumetric fog bug shadows

Hey. I am trying to find the reason behind this. Tried to tweak all the settings but I have no success.

These are screenshots on EA where I did not have any similar problems:

Preview Screenshots where the problem occurs:

Everything is pretty dark and when you have any kind of light in the scene it just makes the objects with this yellow/grey tint. Seems like the volumetric light cannot pass properly
I tried to disable nanite, no difference. Is this just the new way of how lumen works or it is just a bug?

Thanks in advance