I worked the half day on that problem and I think I give the information to everyone who also has this problem with fog.
In the Editor fog looks a little bit like fog.
Without implementig fog in C++ source, no fog is visible in C++.
Loading a map after craeting a camera only a touch of a color is visible in the very far, and fog is not working as it should.
I mean with map not a terrain, I loaded a map with only a plattform and some prefabs.
I have not tested with terrain.
So load a map before creating a camera. Nothing works correct if you not do that.