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 (also available in DAZ and HiveWire3D flavours) 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.