Just had a look at the Poser 9 Reference Manual, and found a bit on page 300 about the "Create Atmosphere Wacro" which has fog, smoke, smokey room, and depth cue options.

Also found a note on page 319 that I'd forgotten about - "Bright infinite lights can wash out volumetric effects unless you use a very low density. Volumetric effects are most successfully used with both spotlights and carefully controlled density numbers."  So I think that my inifite light is causing the bright white patches in the arch, although I don't really understand the why of that. reducing the volume density may fix that, but I guess it'll also destroy the nice fog that I have elsewhere.

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The 3Dcheapskate* occasionally posts sensible stuff. Usually by accident. And it usually uses Poser 11, with units set to inches. Except when it's using Poser 6 or PP2014, or when its units are set to PNU or something else.
*soon only to be available in two flavours -  DAZ and Renderosity