Sharing here my workflow for Environment lighting and atmospheric effects within sidefx Houdini.
A bit of VEX to setup the fog VDB but nothing scary ;)
Using "Dreamland" for demonstration, a scene I developed last year which was based on a ride of an abandoned park in Japan. Using Redshift for rendering but can definitely use any engine to follow this principles. (Mantra, Renderman etc...)
Hope this can help :)