Some advices to fly with fog. Never close to airports. Use Silica gel after the flight to avoid humidity. Have very good knowledge of the place your are about to fly, and make a plan of where to go and how to come back. Go up vertically, and only fly horizontally if you get above the fog following your plan, otherwise go down again , as you did.
I made one fly in a special day in my town. The fog there happens once in about 5 years. It was a unique opportunity. There are no airports around, the town was closed for helicopters, because of the fog. I had Brazilian Air Space Control authorization to make that fly. I followed the gardens and channels to fly over them, guided by the map.
Maybe its not the safer way to fly, but i think I did some precautions to prevent possible risks.