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The fog for the GOG versions seem to work now. I have other versions of these games (Battlefront, Strategy First) and they don't render the fog.

Glad to see it!
Not really sure about this. Played a vanilla CMBB called the Balka wich offers extreme weather plus snow and the weather seems to work fine but no fog at all. Any recomended scen that have fog for testing it better?
Ok, I have tested a different scenario and I can confirm that the fog is working with the gog version due to the new ddraw wrapper I presume. Apparently The scenario must have fog weather explicitily marked in the scen description because Frozen or snowy weather does not have fog necessarily.