Still have a problem / don't understand what's going on.

camera.fog_start - distance from camera where fog is starting, yes?
camera.fog_end - place where fog is in "full" alpha, right?
and everything behind this point have fog color, right?

camera.clip_far - how far I can see, am I right?

What is the point?
- simplest level with white bg_color and couple of boxes or whatever in a row (from 200 to 2000)
- some model and 3rd camera
- black (1,1,1) fog from 500 to 1000 - everything farther than 1000 will be black but still visible
- so changing camera.clip_far to 1200 to make farther boxes unvisible
- everything looks ok, nice fog... only first boxes are visible
- then move your model behind camera.clip_far - and will disappear!
It's a bug?
HERE is a simplest level