That makes sense with the fog. As I have mentioned before the Mini 2, I can't see it once it gets about 100 feet away, much less the 5 mile range or whatever it is. And in practicality I think about 1 mile is the most I can get before there are transmission errors anyway. But typically, even if I can't see the drone anymore, say in the 800 to 1000 foot distance away, I can see the area around it, back to that situational awareness. If a helicopter or a low flying airplane was coming in, I could spot it and immediately lower the altitude of my drone. Even if I can't directly see my drone anymore, I have an idea usually where it is, though there are times one can lose where exactly it is because 1 hill starts to look like another hill. I will have a general idea, but not know exactly. With fog, thinking about it, I totally get that you wouldn't be able really know where it was as the ground would look way to similar, just more fog.
How thick was the fog. I just thought of this, as you are gaining altitude are you paying attention to the altitude that the fog ends?