Volumetric particle system

Hello everyone!

So I am currently trying to use the new features implemented in the 4.16 version of engine related to volumetric fog.
I understand the whole process and how to get it to work properly by setting the ExponentialHeightFog settings and scaling each lights.
However, now I am trying to use the system that allows to add localised density(extinction) using the particle system and a volume material.

As I couldn’t find any related topics of the issue I have, I think you guys might be able to help me because right now I am struggling understanding the issue.
Here is the picture of the result I have in game:
https://image.noelshack.com/minis/2018/01/7/1515346355-capture.png

The particle system is setup this way (this is just a 1 particle emitter that last for a really long time, with the material applied to it):
https://image.noelshack.com/minis/2018/01/7/1515346348-particle.png

Here is the material setup. This is just a SphereMask; I have seen such material online and it should work (it’s setup as a volume material domain and additive blend mode):
https://image.noelshack.com/minis/2018/01/7/1515346348-mat.png

Hoping that someone can help me getting out of this problem.
Thanks in advance for your help!