I, also, was on Blender 3.0 and it took some searching, but it’s pretty easy to find: in the shader editor, you can search for ‘Voulme Scatter’ with F3. Gave me pretty much Density and Anistropy as direct, solo options.
But now, here’s my actual work I’ve done for the challenge:
I’ve messed around with the fog to make it look thick but still the lights being bright enough to punch through, but I also added around another box around the fog that I removed the properties window in the Shader Editor, to make this sort of ‘thick darkness’ effect around it beyond the fog.