I don’t know if this will help you or not, but in the World settings, you can toggle a “mist pass” and use that in the compositor to get the mist effect. (This works best with a still image, rather than an animation.)
The official blender docs can be found at: https://docs.blender.org/manual/en/dev/render/cycles/world.html#mist-pass
I first saw the technique just the other night in a tutorial about how to create a castle something like you see on Game of Thrones: https://youtu.be/QbSmoZCrP8I
At 43:30 in the castle tutorial the instructor goes into his compositing process. 44:30 is where he starts talking about his mist pass.
Another quick’n’dirty tut I found was for an older version of blender (2.70), but it basically follows the same process: https://youtu.be/CxNeMMZs_sM
EDIT: I also found a decent tut on volumetric lighting/fog by the great folks at CreativeShrimp.com: https://youtu.be/AXjE-t6dFZ8
I hope that might help.
