Just took a stab at volumetrics, but coudn’t get the ‘searchlight’ effect to work from the lighthouse. The overall fog looks good though.
You can add more specific volumetric searchlight objects (cones) to the scene. The 3D design is based not only on real physics but also on additional tricks to simulate the effects of desire.
Yes, I tried actually using a spotlight object with a very narrow angle, but the rendering was weird, looked like smoke and fireflies.
Cycles or Eevee …
Probably a set-up mismatch.