Some people have reported that the fog filters are not working, but the issue comes down to a perceptual one, unless the scripts aren't firing at all, which is a local/configuration issue, not a bug.

You can tell if they're working as intended if they stop radiation damage during rad storms when you're nearby.

If you watch the video, there are extra "blowing / rolling fog" effects that attach to the camera that persist when inside exterior structures (i.e. a settlement-made structure.) The fog filter turns those off when it's placed inside a settlement structure, and also stops radiation from damaging you if you're in their vicinity, so you can get some shelter from rad storms.

Please note that it does not turn off the regular "distance fog" that is present, which can be quite close to the player. I can't modify that because there are no functions to turn it back on in a clean way.  This is more to resolve those big particle effects blowing straight through walls.